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High Frequency FIX Parser
C++ library for high frequency messaging with the Financial Information Exchange (FIX) protocol.
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Go to the documentation of this file.
12 #ifndef HFFIX_FIELDS_HEADER
13 #define HFFIX_FIELDS_HEADER
13718 dictionary[
"0"] =
"Heartbeat";
13719 dictionary[
"1"] =
"TestRequest";
13720 dictionary[
"2"] =
"ResendRequest";
13721 dictionary[
"3"] =
"Reject";
13722 dictionary[
"4"] =
"SequenceReset";
13723 dictionary[
"5"] =
"Logout";
13724 dictionary[
"6"] =
"IOI";
13725 dictionary[
"7"] =
"Advertisement";
13726 dictionary[
"8"] =
"ExecutionReport";
13727 dictionary[
"9"] =
"OrderCancelReject";
13728 dictionary[
"A"] =
"Logon";
13729 dictionary[
"B"] =
"News";
13730 dictionary[
"C"] =
"Email";
13731 dictionary[
"D"] =
"NewOrderSingle";
13732 dictionary[
"E"] =
"NewOrderList";
13733 dictionary[
"F"] =
"OrderCancelRequest";
13734 dictionary[
"G"] =
"OrderCancelReplaceRequest";
13735 dictionary[
"H"] =
"OrderStatusRequest";
13736 dictionary[
"J"] =
"AllocationInstruction";
13737 dictionary[
"K"] =
"ListCancelRequest";
13738 dictionary[
"L"] =
"ListExecute";
13739 dictionary[
"M"] =
"ListStatusRequest";
13740 dictionary[
"N"] =
"ListStatus";
13741 dictionary[
"P"] =
"AllocationInstructionAck";
13742 dictionary[
"Q"] =
"DontKnowTrade";
13743 dictionary[
"R"] =
"QuoteRequest";
13744 dictionary[
"S"] =
"Quote";
13745 dictionary[
"T"] =
"SettlementInstructions";
13746 dictionary[
"V"] =
"MarketDataRequest";
13747 dictionary[
"W"] =
"MarketDataSnapshotFullRefresh";
13748 dictionary[
"X"] =
"MarketDataIncrementalRefresh";
13749 dictionary[
"Y"] =
"MarketDataRequestReject";
13750 dictionary[
"Z"] =
"QuoteCancel";
13751 dictionary[
"a"] =
"QuoteStatusRequest";
13752 dictionary[
"b"] =
"MassQuoteAck";
13753 dictionary[
"c"] =
"SecurityDefinitionRequest";
13754 dictionary[
"d"] =
"SecurityDefinition";
13755 dictionary[
"e"] =
"SecurityStatusRequest";
13756 dictionary[
"f"] =
"SecurityStatus";
13757 dictionary[
"g"] =
"TradingSessionStatusRequest";
13758 dictionary[
"h"] =
"TradingSessionStatus";
13759 dictionary[
"i"] =
"MassQuote";
13760 dictionary[
"j"] =
"BusinessMessageReject";
13761 dictionary[
"k"] =
"BidRequest";
13762 dictionary[
"l"] =
"BidResponse";
13763 dictionary[
"m"] =
"ListStrikePrice";
13764 dictionary[
"n"] =
"XMLnonFIX";
13765 dictionary[
"o"] =
"RegistrationInstructions";
13766 dictionary[
"p"] =
"RegistrationInstructionsResponse";
13767 dictionary[
"q"] =
"OrderMassCancelRequest";
13768 dictionary[
"r"] =
"OrderMassCancelReport";
13769 dictionary[
"s"] =
"NewOrderCross";
13770 dictionary[
"t"] =
"CrossOrderCancelReplaceRequest";
13771 dictionary[
"u"] =
"CrossOrderCancelRequest";
13772 dictionary[
"v"] =
"SecurityTypeRequest";
13773 dictionary[
"w"] =
"SecurityTypes";
13774 dictionary[
"x"] =
"SecurityListRequest";
13775 dictionary[
"y"] =
"SecurityList";
13776 dictionary[
"z"] =
"DerivativeSecurityListRequest";
13777 dictionary[
"AA"] =
"DerivativeSecurityList";
13778 dictionary[
"AB"] =
"NewOrderMultileg";
13779 dictionary[
"AC"] =
"MultilegOrderCancelReplace";
13780 dictionary[
"AD"] =
"TradeCaptureReportRequest";
13781 dictionary[
"AE"] =
"TradeCaptureReport";
13782 dictionary[
"AF"] =
"OrderMassStatusRequest";
13783 dictionary[
"AG"] =
"QuoteRequestReject";
13784 dictionary[
"AH"] =
"RFQRequest";
13785 dictionary[
"AI"] =
"QuoteStatusReport";
13786 dictionary[
"AJ"] =
"QuoteResponse";
13787 dictionary[
"AK"] =
"Confirmation";
13788 dictionary[
"AL"] =
"PositionMaintenanceRequest";
13789 dictionary[
"AM"] =
"PositionMaintenanceReport";
13790 dictionary[
"AN"] =
"RequestForPositions";
13791 dictionary[
"AO"] =
"RequestForPositionsAck";
13792 dictionary[
"AP"] =
"PositionReport";
13793 dictionary[
"AQ"] =
"TradeCaptureReportRequestAck";
13794 dictionary[
"AR"] =
"TradeCaptureReportAck";
13795 dictionary[
"AS"] =
"AllocationReport";
13796 dictionary[
"AT"] =
"AllocationReportAck";
13797 dictionary[
"AU"] =
"ConfirmationAck";
13798 dictionary[
"AV"] =
"SettlementInstructionRequest";
13799 dictionary[
"AW"] =
"AssignmentReport";
13800 dictionary[
"AX"] =
"CollateralRequest";
13801 dictionary[
"AY"] =
"CollateralAssignment";
13802 dictionary[
"AZ"] =
"CollateralResponse";
13803 dictionary[
"BA"] =
"CollateralReport";
13804 dictionary[
"BB"] =
"CollateralInquiry";
13805 dictionary[
"BC"] =
"NetworkCounterpartySystemStatusRequest";
13806 dictionary[
"BD"] =
"NetworkCounterpartySystemStatusResponse";
13807 dictionary[
"BE"] =
"UserRequest";
13808 dictionary[
"BF"] =
"UserResponse";
13809 dictionary[
"BG"] =
"CollateralInquiryAck";
13810 dictionary[
"BH"] =
"ConfirmationRequest";
13811 dictionary[
"BO"] =
"ContraryIntentionReport";
13812 dictionary[
"BP"] =
"SecurityDefinitionUpdateReport";
13813 dictionary[
"BK"] =
"SecurityListUpdateReport";
13814 dictionary[
"BL"] =
"AdjustedPositionReport";
13815 dictionary[
"BM"] =
"AllocationInstructionAlert";
13816 dictionary[
"BN"] =
"ExecutionAck";
13817 dictionary[
"BJ"] =
"TradingSessionList";
13818 dictionary[
"BI"] =
"TradingSessionListRequest";
13819 dictionary[
"BQ"] =
"SettlementObligationReport";
13820 dictionary[
"BR"] =
"DerivativeSecurityListUpdateReport";
13821 dictionary[
"BS"] =
"TradingSessionListUpdateReport";
13822 dictionary[
"BT"] =
"MarketDefinitionRequest";
13823 dictionary[
"BU"] =
"MarketDefinition";
13824 dictionary[
"BV"] =
"MarketDefinitionUpdateReport";
13825 dictionary[
"CB"] =
"UserNotification";
13826 dictionary[
"BZ"] =
"OrderMassActionReport";
13827 dictionary[
"CA"] =
"OrderMassActionRequest";
13828 dictionary[
"BW"] =
"ApplicationMessageRequest";
13829 dictionary[
"BX"] =
"ApplicationMessageRequestAck";
13830 dictionary[
"BY"] =
"ApplicationMessageReport";
13831 dictionary[
"CC"] =
"StreamAssignmentRequest";
13832 dictionary[
"CD"] =
"StreamAssignmentReport";
13833 dictionary[
"CE"] =
"StreamAssignmentReportACK";
13834 dictionary[
"CH"] =
"MarginRequirementInquiry";
13835 dictionary[
"CI"] =
"MarginRequirementInquiryAck";
13836 dictionary[
"CJ"] =
"MarginRequirementReport";
13837 dictionary[
"CF"] =
"PartyDetailsListRequest";
13838 dictionary[
"CG"] =
"PartyDetailsListReport";
13839 dictionary[
"CK"] =
"PartyDetailsListUpdateReport";
13840 dictionary[
"CL"] =
"PartyRiskLimitsRequest";
13841 dictionary[
"CM"] =
"PartyRiskLimitsReport";
13842 dictionary[
"CN"] =
"SecurityMassStatusRequest";
13843 dictionary[
"CO"] =
"SecurityMassStatus";
13844 dictionary[
"CQ"] =
"AccountSummaryReport";
13845 dictionary[
"CR"] =
"PartyRiskLimitsUpdateReport";
13846 dictionary[
"CS"] =
"PartyRiskLimitsDefinitionRequest";
13847 dictionary[
"CT"] =
"PartyRiskLimitsDefinitionRequestAck";
13848 dictionary[
"CU"] =
"PartyEntitlementsRequest";
13849 dictionary[
"CV"] =
"PartyEntitlementsReport";
13850 dictionary[
"CW"] =
"QuoteAck";
13851 dictionary[
"CX"] =
"PartyDetailsDefinitionRequest";
13852 dictionary[
"CY"] =
"PartyDetailsDefinitionRequestAck";
13853 dictionary[
"CZ"] =
"PartyEntitlementsUpdateReport";
13854 dictionary[
"DA"] =
"PartyEntitlementsDefinitionRequest";
13855 dictionary[
"DB"] =
"PartyEntitlementsDefinitionRequestAck";
13856 dictionary[
"DC"] =
"TradeMatchReport";
13857 dictionary[
"DD"] =
"TradeMatchReportAck";
13858 dictionary[
"DE"] =
"PartyRiskLimitsReportAck";
13859 dictionary[
"DF"] =
"PartyRiskLimitCheckRequest";
13860 dictionary[
"DG"] =
"PartyRiskLimitCheckRequestAck";
13861 dictionary[
"DH"] =
"PartyActionRequest";
13862 dictionary[
"DI"] =
"PartyActionReport";
13863 dictionary[
"DJ"] =
"MassOrder";
13864 dictionary[
"DK"] =
"MassOrderAck";
13865 dictionary[
"DL"] =
"PositionTransferInstruction";
13866 dictionary[
"DM"] =
"PositionTransferInstructionAck";
13867 dictionary[
"DN"] =
"PositionTransferReport";
13868 dictionary[
"DO"] =
"MarketDataStatisticsRequest";
13869 dictionary[
"DP"] =
"MarketDataStatisticsReport";
13870 dictionary[
"DQ"] =
"CollateralReportAck";
13871 dictionary[
"DR"] =
"MarketDataReport";
13872 dictionary[
"DS"] =
"CrossRequest";
13873 dictionary[
"DT"] =
"CrossRequestAck";
13874 dictionary[
"DU"] =
"AllocationInstructionAlertRequest";
13877 #endif // HFFIX_FIELDS_HEADER
@ UnderlyingDividendPeriodPaymentDateRelativeTo
@ PaymentScheduleFixingDayOfWeek
@ LegPaymentScheduleFixingDayNumber
@ NoUnderlyingProvisionOptionExerciseFixedDates
@ UnderlyingLegOptAttribute
@ UnderlyingStreamCalculationPeriodDatesXID
@ LegComplexEventQuoteBasis
@ MarketDisruptionFallbackType
@ UnderlyingStreamCalculationPeriodDate
@ LegDividendPeriodEndDateUnadjusted
@ UnderlyingPaymentStreamRateConversionFactor
@ LegPaymentStreamFloorRateSellSide
@ PaymentStreamNonDeliverableRefCurrency
@ NoLegProtectionTermEventQualifiers
@ EncryptedPasswordMethod
@ UnderlyingPaymentStubIndexFloorRateBuySide
@ NoMandatoryClearingJurisdictions
@ UnderlyingDividendCompoundingMethod
@ DividendPeriodStrikePrice
@ UnderlyingPaymentStreamPricingDate
@ UnderlyingPaymentStreamFixingDateAdjusted
@ LegStreamCommodityDataSourceIDType
@ UnderlyingComplexEventDateAdjusted
@ DerivFlexProductEligibilityIndicator
@ ProvisionOptionExpirationDateBusinessDayConvention
@ ProvisionCashSettlValueTime
@ UnderlyingPaymentStubFixedAmount
@ UnderlyingReturnRateValuationStartDateRelativeTo
@ NoUnderlyingPaymentScheduleRateSources
@ DividendFXTriggerDateBusinessDayConvention
@ PaymentStreamFinalPricePaymentDateRelativeTo
@ EncodedLegFinancialInstrumentFullNameLen
@ LegFinancialInstrumentFullName
@ UnderlyingFallbackExerciseIndicator
@ PaymentStreamRateIndexLocation
@ UnderlyingAdditionalDividendsIndicator
@ LegMarketDisruptionFallbackOpenUnits
@ MarketDisruptionFallbackValue
@ UnderlyingReturnRateValuationTimeType
@ UnderlyingPaymentScheduleFixingTimeBusinessCenter
@ LegDeliveryStreamNotionalConversionFactor
@ UnderlyingStreamEffectiveDateOffsetDayType
@ CashSettlDateRelativeTo
@ PaymentScheduleRateUnitOfMeasure
@ UnderlyingOptionExerciseEarliestDateOffsetPeriod
@ UnderlyingComplexEventRateSource
@ UnderlyingStreamCommoditySettlEnd
@ PaymentStreamFixedAmountUnitOfMeasure
@ UnderlyingProvisionOptionExerciseBoundsFirstDateUnadjusted
@ NoUnderlyingProvisionCashSettlPaymentDateBusinessCenters
@ LegComplexOptPayoutAmount
@ UnderlyingPaymentStreamFixedAmountUnitOfMeasure
@ PaymentStreamRateIndexUnitOfMeasure
@ UnderlyingStreamCalculationRollConvention
@ UnderlyingStreamAssetAttributeType
@ LegProvisionCashSettlPaymentDateOffsetPeriod
@ UnderlyingPaymentStreamFixingDateType
@ UnderlyingDividendAccrualPaymentDateRelativeTo
@ LegDeliveryScheduleSettlCountry
@ LegReturnRateValuationDate
@ PaymentStreamLinkEstimatedTradingDays
@ NoUnderlyingStreamCalculationPeriodBusinessCenters
@ ComplexEventForwardPoints
@ UnderlyingPaymentStreamCompoundingDatesBusinessDayConvention
@ LegReturnRateValuationTimeType
@ StreamTerminationDateRelativeTo
@ UnderlyingOptionExerciseExpirationDateBusinessDayConvention
@ ReturnRateValuationDate
@ LegAdditionalTermBondDayCount
@ PaymentStreamPricingBusinessDayConvention
@ NoUnderlyingProvisionPartyIDs
@ PaymentStreamFirstObservationDateOffsetDayType
@ CashSettlDateOffsetDayType
@ LegConvertibleBondEquityID
@ UnderlyingReturnRateReferencePageHeading
@ UnderlyingDividendPeriodBusinessCenter
@ LegPaymentStreamCompoundingStartDateOffsetDayType
@ PaymentStreamResetDateBusinessCenter
@ LegProvisionCashSettlPaymentDateBusinessCenter
@ LegComplexOptPayoutPaySide
@ UnderlyingDividendFXTriggerDateOffsetDayType
@ ProvisionOptionRelevantUnderlyingDateAdjusted
@ OptionExerciseLastDateUnadjusted
@ PaymentStreamCompoundingEndDateOffsetPeriod
@ NoUnderlyingSettlRateFallbacks
@ NoProvisionOptionRelevantUnderlyingDateBusinessCenters
@ LegPaymentScheduleRateSpreadType
@ LegPaymentScheduleStepOffsetValue
@ UnderlyingObligationIDSource
@ NoUnderlyingPaymentStreamFixingDates
@ UnderlyingSettledEntityMatrixSource
@ FinancingTermSupplementDesc
@ UnderlyingReturnRateValuationDateOffsetDayType
@ MDStatisticIntervalUnit
@ UnderlyingProvisionOptionExpirationDateUnadjusted
@ LegPaymentScheduleRateSourceType
@ ComplexEventDateUnadjusted
@ RelatedPartyDetailAltID
@ LegPaymentStubIndexCapRateSellSide
@ UnderlyingPaymentStreamCompoundingEndDateOffsetPeriod
@ LegProvisionOptionExerciseBusinessCenter
@ LegComplexEventScheduleFrequencyUnit
@ LegCashSettlAccruedInterestIndicator
@ NoComplexEventAveragingObservations
@ LegOptionExerciseFrequencyPeriod
@ ComplexEventStrikeNumberOfOptions
@ LegPaymentStreamFinalPricePaymentDateOffsetDayType
@ NoUnderlyingProtectionTermObligations
@ LegPaymentStreamCompoundingRateTreatment
@ UnderlyingSettlRateFallbackReferencePage
@ ProtectionTermObligationValue
@ UnderlyingProvisionText
@ DeliveryScheduleSettlEnd
@ LegProvisionOptionExerciseBoundsFirstDateUnadjusted
@ UnderlyingTradingUnitPeriodMultiplier
@ UnderlyingProvisionOptionExpirationDateOffsetPeriod
@ LegOptionExerciseExpirationDateOffsetPeriod
@ UnderlyingDividendCapRate
@ NoProvisionCashSettlValueDateBusinessCenters
@ ExtraordinaryEventAdjustmentMethod
@ UnderlyingCashSettlAccruedInterestIndicator
@ LegStreamTerminationDateRelativeTo
@ LegPaymentStreamInitialFixingDateBusinessDayConvention
@ SettlRatePostponementMaximumDays
@ PaymentAmountRelativeTo
@ LegProvisionOptionExerciseStartDateOffsetDayType
@ FallbackExerciseIndicator
@ PaymentStreamCompoundingEndDateOffsetDayType
@ UnderlyingPaymentStreamCompoundingAveragingMethod
@ LegOptionExerciseStartDateOffsetDayType
@ UnderlyingPaymentStubStartDateOffsetUnit
@ PaymentStreamLastResetRate
@ OrderHandlingInstSource
@ UnderlyingDateRollConvention
@ ApplTestMessageIndicator
@ PaymentStubEndDateRelativeTo
@ UnderlyingProvisionOptionExerciseBusinessDayConvention
@ NoLegComplexEventCreditEventSources
@ LegPriceUnitOfMeasureCurrency
@ UnderlyingReturnRateQuoteMeasureType
@ LegSettlDisruptionProvision
@ DividendPeriodPaymentDateOffsetUnit
@ PaymentStreamNonDeliverableSettlReferencePage
@ LegPaymentStubEndDateAdjusted
@ EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc
@ ShortMarkingExemptIndicator
@ PaymentStreamLinkMaximumBoundary
@ ReturnRateQuoteExchange
@ PaymentScheduleSettlPeriodPriceCurrency
@ PaymentStreamInitialFixingDateRelativeTo
@ LegStreamCommodityRateReferencePageHeading
@ LegProvisionOptionRelevantUnderlyingDateOffsetUnit
@ PaymentStreamCalculationLagUnit
@ UnderlyingDividendFXTriggerDateRelativeTo
@ ComplexEventDateOffsetUnit
@ NoUnderlyingAdditionalTerms
@ LegCashSettlQuoteAmount
@ PartyDetailRequestResult
@ UnderlyingDeliverySchedulePositiveTolerance
@ UnderlyingReturnRateValuationStartDateOffsetPeriod
@ EncodedCommissionDescLen
@ UnderlyingPaymentScheduleRateSpreadPositionType
@ LegProvisionCashSettlCurrency2
@ UnderlyingStreamFirstCompoundingPeriodEndDateUnadjusted
@ UnderlyingProvisionCashSettlQuoteReferencePage
@ SettlPartyRoleQualifier
@ PaymentScheduleStepRelativeTo
@ UnderlyingPaymentStreamRateIndex
@ LegComplexEventScheduleFrequencyPeriod
@ UnderlyingDividendAccrualPaymentDateBusinessCenter
@ NoProtectionTermObligations
@ UnderlyingStrikeCurrency
@ LegReturnRateQuoteMeasureType
@ UnderlyingStreamCalculationCorrectionUnit
@ UnderlyingDeliveryScheduleType
@ LegPricingDateBusinessDayConvention
@ LegPaymentStreamRateIndex2CurvePeriod
@ LegProvisionCashSettlPaymentDateOffsetDayType
@ UnderlyingPaymentScheduleFixingDateOffsetPeriod
@ LegCashSettlDateRelativeTo
@ LegProvisionOptionExerciseLatestTimeBusinessCenter
@ PaymentStreamCompoundingRateSpreadPositionType
@ LegReturnRateValuationEndDateOffsetDayType
@ RequestingPartyIDSource
@ ProvisionOptionExpirationDateBusinessCenter
@ UnderlyingPaymentStreamResetDateBusinessDayConvention
@ UnderlyingDividendFXTriggerDateOffsetUnit
@ UnderlyingProvisionCalculationAgent
@ UnderlyingMakeWholeBenchmarkCurvePoint
@ NoStreamCommoditySettlTimes
@ LegProvisionBreakFeeElection
@ NoProvisionOptionExerciseBusinessCenters
@ UnderlyingStreamCommodityRateReferencePage
@ LegOptionExerciseExpirationRollConvention
@ DividendFloatingRateSpreadPositionType
@ UnderlyingSettlMethodElectionDateBusinessDayConvention
@ NoUnderlyingOptionExerciseBusinessCenters
@ LegMakeWholeInterpolationMethod
@ UnderlyingComplexEventCreditEventQualifier
@ UnderlyingReturnRateCommissionCurrency
@ StreamAssetAttributeLimit
@ UnderlyingDividendNumOfIndexUnits
@ NoLegPricingDateBusinessCenters
@ NoFlexProductEligibilities
@ DividendCompoundingMethod
@ UnderlyingOptionExerciseSkip
@ UnderlyingDividendFXTriggerDateOffsetPeriod
@ UnderlyingDeliveryStreamElectingPartySide
@ InstrumentRoundingDirection
@ ClearingRequirementException
@ InstrumentScopeMaturityMonthYear
@ UnderlyingCashSettlMinimumQuoteAmount
@ NoLegPaymentScheduleFixingDays
@ PaymentScheduleStepFrequencyUnit
@ UnderlyingPaymentScheduleStepFrequencyUnit
@ OptionExerciseBusinessCenter
@ UnderlyingComplexEventQuoteBasis
@ LegPaymentStubStartDateAdjusted
@ MultiAssetSwapIndicator
@ DividendPeriodPaymentDateAdjusted
@ LegMakeWholeBenchmarkQuote
@ UnderlyingStreamEffectiveDateBusinessCenter
@ CashSettlValuationMethod
@ UnderlyingProvisionOptionRelevantUnderlyingDateAdjusted
@ NoUnderlyingPaymentStreamInitialFixingDateBusinessCenters
@ UnderlyingPaymentStreamCompoundingDatesBusinessCenter
@ LegSettledEntityMatrixPublicationDate
@ LegSettlMethodElectionDateRelativeTo
@ UnderlyingProtectionTermNotional
@ NoLegSecondaryAssetClasses
@ UnderlyingPaymentScheduleStepOffsetValue
@ UnderlyingProvisionOptionExerciseFixedDateType
@ UnderlyingMaturityMonthYear
@ OptionExerciseExpirationDateRelativeTo
@ PaymentStreamPaymentDateType
@ UnderlyingPaymentStreamFixingDate
@ UnderlyingPaymentStreamUnderlierRefID
@ UnderlyingProvisionDateTenorUnit
@ PaymentStreamNonDeliverableFixingDatesOffsetPeriod
@ LegComplexEventCreditEventType
@ LegPaymentStreamFutureValueNotional
@ UnderlyingPaymentStreamCompoundingRollConvention
@ ReturnRateValuationDateBusinessCenter
@ PaymentStreamCompoundingRateIndexCurvePeriod
@ LegProtectionTermEventMinimumSources
@ LegStreamMaximumTransactionCurrency
@ TradeConfirmationReferenceID
@ LegPaymentStubStartDateOffsetUnit
@ TriggerSecurityIDSource
@ SideCollateralAmountType
@ LegReturnRatePriceSequence
@ NoUnderlyingStreamCommodityAltIDs
@ TotalTradeMultipliedQty
@ PaymentStubStartDateBusinessCenter
@ LegPaymentStreamRateSpreadType
@ PaymentStreamCompoundingFloorRateBuySide
@ DeliveryStreamCommoditySource
@ LegDeliveryScheduleSettlTimeType
@ SecurityListRequestType
@ UnderlyingComplexEventRateSourceType
@ LegDividendAccrualPaymentDateRelativeTo
@ LegReturnRateCommissionAmount
@ LegStrikePriceBoundaryPrecision
@ ProvisionOptionExerciseEarliestTimeBusinessCenter
@ ShortSaleExemptionReason
@ AllocRegulatoryLegRefID
@ DividendFXTriggerDateRelativeTo
@ AllocRegulatoryTradeIDSource
@ UnderlyingSpecialDividendsIndicator
@ LegReturnRateValuationEndDateRelativeTo
@ InstrumentScopeOperator
@ NoDividendAccrualPaymentDateBusinessCenters
@ LegReturnRateValuationEndDateOffsetPeriod
@ LegPaymentStreamFixingDateType
@ Nested4PartyRoleQualifier
@ UnderlyingDividendNegativeRateTreatment
@ LegDeliveryRouteOrCharter
@ LegProtectionTermEventNewsSource
@ DerivativeSecurityXMLSchema
@ PaymentStreamPricingBusinessCalendar
@ StreamCalculationPeriodBusinessCenter
@ UnderlyingPaymentStreamRate
@ PaymentStreamRateIndexID
@ UnderlyingComplexEventReferencePageHeading
@ LegDeliveryStreamRiskApportionment
@ InstrumentRoundingPrecision
@ DividendPeriodPaymentDateRelativeTo
@ NoUnderlyingComplexEventCreditEvents
@ NoDerivativeInstrumentPartySubIDs
@ UnderlyingBusinessCenter
@ LegPaymentStreamRateIndexID
@ LegPaymentStreamPricingBusinessDayConvention
@ EncodedUnderlyingAdditionalTermBondDescLen
@ PaymentScheduleStepOffsetValue
@ PaymentStreamRateIndex2CurvePeriod
@ UnderlyingPaymentStreamCompoundingDateType
@ UnderlyingSettlRateFallbackRateSource
@ DeliveryStreamDeliverAtSourceIndicator
@ ComplexEventCreditEventSource
@ InstrumentScopeSecurityAltID
@ LegPaymentStreamFlatRateIndicator
@ OptionExerciseExpirationDateBusinessDayConvention
@ LegReturnRateValuationStartDateRelativeTo
@ UnderlyingOptionExerciseExpirationDateRelativeTo
@ StreamAssetAttributeValue
@ LegStreamVersionEffectiveDate
@ ProvisionOptionExerciseEarliestTime
@ UnderlyingDeliveryScheduleXID
@ UnderlyingProvisionCashSettlQuoteSource
@ LegReturnRateValuationStartDateOffsetDayType
@ PaymentStreamCompoundingSpread
@ NoPaymentStreamNonDeliverableFixingDatesBusinessCenters
@ UnderlyingPaymentScheduleSettlPeriodPriceCurrency
@ UnderlyingPaymentStreamCompoundingEndDateRelativeTo
@ LegStreamFirstPeriodStartDateBusinessDayConvention
@ LegStreamCommoditySettlPeriodXID
@ UnderlyingComplexEventEndDate
@ UnderlyingOptionExerciseTimeBusinessCenter
@ UnderlyingStreamCalculationCorrectionPeriod
@ UnderlyingPaymentStubStartDateAdjusted
@ PaymentStreamRateCutoffDateOffsetDayType
@ UnderlyingSettlMethodElectionDateOffsetPeriod
@ MarketDisruptionFallbackUnderlierSecurityDesc
@ LegCashSettlPriceSource
@ UnderlyingPaymentStreamContractPriceCurrency
@ LegProvisionBreakFeeRate
@ LegExtraordinaryDividendAmountType
@ ProvisionOptionExpirationDateOffsetDayType
@ LegPaymentStreamCalculationLagPeriod
@ UnderlyingStateOrProvinceOfIssue
@ LegOptionExerciseExpirationDateBusinessDayConvention
@ LegPaymentStubStartDateOffsetDayType
@ UnderlyingLegSecurityAltIDSource
@ UnderlyingLocaleOfIssue
@ UnderlyingProvisionDateUnadjusted
@ UnderlyingProvisionCashSettlQuoteType
@ UnderlyingPaymentStubStartDateOffsetDayType
@ MakeWholeInterpolationMethod
@ EncodedMiscFeeSubTypeDesc
@ CommissionSharedIndicator
@ UnderlyingRateSpreadInitialValue
@ UnderlyingStreamCommoditySettlDayType
@ UnderlyingComplexEventType
@ NoUndlyInstrumentParties
@ UnderlyingDeliveryScheduleSettlTimeType
@ ComplexEventCreditEventQualifier
@ UnderlyingDividendCashEquivalentPercentage
@ SettlPriceUnitOfMeasure
@ LegContraryInstructionEligibilityIndicator
@ AuctionTypeProductComplex
@ PaymentStreamCompoundingAveragingMethod
@ LegPaymentStubFixedCurrency
@ LegStreamCalculationFrequencyUnit
@ UnderlyingComplexEventCreditEventStandardSources
@ UnderlyingProvisionOptionExerciseStartDateRelativeTo
@ UnderlyingPaymentStreamPricingDayType
@ LegProvisionOptionExerciseFrequencyPeriod
@ NoDividendFXTriggerDateBusinessCenters
@ PaymentPresentValueAmount
@ UnderlyingReturnRateQuoteTime
@ PaymentStreamInflationInitialIndexLevel
@ LegStreamCalculationPeriodBusinessDayConvention
@ OptionExerciseStartDateRelativeTo
@ UnderlyingPaymentStreamRateIndexIDSource
@ UnderlyingIndexAnnexVersion
@ LegCashSettlMinimumQuoteCurrency
@ TargetStrategyPerformance
@ UnderlyingPaymentStreamNearestExchangeContractRefID
@ ProvisionCashSettlPaymentDateRelativeTo
@ UnderlyingPaymentStreamFormulaDesc
@ LegComplexEventCreditEventStandardSources
@ NoUnderlyingMarketDisruptionEvents
@ LegProvisionOptionRelevantUnderlyingDateAdjusted
@ LegPaymentStubIndex2CurvePeriod
@ ReturnRateValuationEndDateOffsetDayType
@ LegReturnRateValuationFrequencyUnit
@ NoUnderlyingReturnRateValuationDates
@ NoUnderlyingReturnRateInformationSources
@ LegPaymentStreamFormulaDesc
@ OptionExerciseEarliestTime
@ UnderlyingPaymentStreamMaximumTransactionCurrency
@ LegPaymentScheduleStepRelativeTo
@ DeliveryScheduleNegativeTolerance
@ UnderlyingMarketDisruptionFallbackProvision
@ UnderlyingPaymentStreamCompoundingXIDRef
@ NoDeliveryScheduleSettlDays
@ LegPaymentScheduleInterimExchangeDatesBusinessCenter
@ StreamCommoditySettlCountry
@ LegComplexEventDateUnadjusted
@ PaymentStubIndex2CapRate
@ UnderlyingStreamTerminationDateOffsetUnit
@ UnderlyingRepurchaseRate
@ UnderlyingStreamPaySide
@ ComplexEventScheduleRollConvention
@ NoLegPaymentStreamFixingDateBusinessCenters
@ NoOptionExerciseExpirationDateBusinessCenters
@ UnderlyingReturnRateValuationDateOffsetUnit
@ UnderlyingStreamTerminationDateAdjusted
@ UnderlyingObligationType
@ LegPaymentStreamNonDeliverableFixingDatesRelativeTo
@ LegOptionExerciseStartDateUnadjusted
@ UnderlyingSettlMethodElectionDateRelativeTo
@ LegComplexEventDateBusinessDayConvention
@ NoProtectionTermEventQualifiers
@ LegDividendCapRateBuySide
@ LegContractualMatrixDate
@ LegStreamCommoditySettlTotalHours
@ LegAdditionalTermBondSeniority
@ EncodedUnderlyingAdditionalTermBondDesc
@ ProvisionOptionRelevantUnderlyingDateRelativeTo
@ LegPaymentStreamFirstObservationDateOffsetUnit
@ UnderlyingCashSettlValuationTime
@ StreamCommoditySettlDateUnadjusted
@ ReturnRateValuationDateOffsetUnit
@ UnderlyingStreamCommodityDeliveryPricingRegion
@ LegPaymentStreamFixingDateOffsetDayType
@ LegDeliveryStreamEntryPoint
@ UnderlyingPaymentStreamFinalPricePaymentDateUnadjusted
@ LegOptionExerciseStartDateOffsetUnit
@ NoLegMarketDisruptionFallbackReferencePrices
@ UnderlyingProvisionPartyRole
@ UnderlyingPaymentStreamResetDateRelativeTo
@ UnderlyingProvisionPartyRoleQualifier
@ LegDividendFloorRateSellSide
@ NoUnderlyingPaymentStubStartDateBusinessCenters
@ UnderlyingBusinessDayConvention
@ UnderlyingCashSettlDateRelativeTo
@ UnderlyingComplexEventCreditEventUnit
@ UnderlyingStreamCommodityCurrency
@ UnderlyingProtectionTermEventValue
@ LegPaymentStreamAveragingMethod
@ ExtraordinaryDividendAmountType
@ LegDeliveryStreamRouteOrCharter
@ LegRepoCollateralSecurityType
@ UnderlyingPaymentScheduleSettlPeriodPriceUnitOfMeasure
@ UnderlyingDividendAveragingMethod
@ PaymentStreamFinalPricePaymentDateUnadjusted
@ LegPaymentStreamReferenceLevelEqualsZeroIndicator
@ NoUnderlyingExtraordinaryEvents
@ NoPaymentStreamInitialFixingDateBusinessCenters
@ PaymentStubIndexRateSpread
@ LegComplexEventCreditEventUnit
@ UnderlyingProvisionOptionExerciseEarliestTimeBusinessCenter
@ UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit
@ OptionsExchangeDividendsIndicator
@ LegBenchmarkCurveCurrency
@ ProvisionCashSettlPaymentDateType
@ RegulatoryTradeIDSource
@ LegPaymentScheduleFixingDateBusinessCenter
@ OriginalNotionalPercentageOutstanding
@ UnderlyingPaymentStreamCompoundingStartDateUnadjusted
@ StreamTerminationDateOffsetUnit
@ AllocCommissionUnitOfMeasure
@ LegProvisionOptionSinglePartyBuyerSide
@ UnderlyingOptionsExchangeDividendsIndicator
@ UnderlyingComplexEventScheduleFrequencyPeriod
@ UnderlyingCouponFrequencyPeriod
@ PaymentStreamFlatRateIndicator
@ UnderlyingPaymentStreamMaximumTransactionAmount
@ UnderlyingProductComplex
@ ProvisionOptionExerciseBusinessCenter
@ UnderlyingPaymentStreamPricingBusinessCalendar
@ UnderlyingPaymentStubEndDateOffsetUnit
@ EncodedLegStreamTextLen
@ UnderlyingDeliveryScheduleSettlTotalHours
@ ReturnRateValuationDateType
@ LegPaymentScheduleStartDateUnadjusted
@ LegStreamNotionalAdjustments
@ NoUnderlyingDeliverySchedules
@ UnderlyingDeliveryScheduleSettlTimeZone
@ PaymentScheduleInterimExchangeDatesOffsetUnit
@ ProvisionPartySubIDType
@ LegDividendFXTriggerDateOffsetPeriod
@ PaymentStreamAveragingMethod
@ OrderOwnershipIndicator
@ LegPaymentStubFixedAmount
@ SettlMethodElectingPartySide
@ LegStreamEffectiveDateUnadjusted
@ PreviousAdjustedOpenInterest
@ NoUnderlyingStreamTerminationDateBusinessCenters
@ LegDividendPeriodPaymentDateOffsetUnit
@ UnderlyingStreamAssetAttributeValue
@ ReturnRateNotionalReset
@ NoUnderlyingCashSettlDealers
@ LegMarketDisruptionProvision
@ LegPaymentStreamPricingDayCount
@ LegPaymentScheduleSettlPeriodPrice
@ UnderlyingEventMonthYear
@ LegPaymentStreamRateIndexCurveUnit
@ UnderlyingPaymentStreamPaymentDate
@ UnderlyingSettlTermXIDRef
@ ComplexEventDeterminationMethod
@ ProvisionDateUnadjusted
@ UnderlyingStreamEffectiveDateBusinessDayConvention
@ StreamCommoditySettlTimeZone
@ ComplexEventCreditEventType
@ SettlMethodElectionDateBusinessDayConvention
@ UnderlyingCashSettlValuationFirstBusinessDayOffset
@ LegPaymentStreamPricingDayType
@ LegCashSettlValuationSubsequentBusinessDaysOffset
@ EncodedLegFinancialInstrumentFullName
@ ProvisionOptionExercisePeriodSkip
@ UnderlyingPaymentStreamRealizedVarianceMethod
@ UnderlyingStreamCommoditySettlPeriodPriceCurrency
@ NoComplexEventCreditEventQualifiers
@ ProvisionCashSettlValueTimeBusinessCenter
@ ConvertibleBondEquityID
@ LegOptionExerciseExpirationDateOffsetDayType
@ PaymentScheduleFixingDateRelativeTo
@ UnderlyingExtraordinaryDividendCurrency
@ RelatedPositionIDSource
@ UnderlyingComplexEventStartTime
@ ReturnRateValuationEndDateAdjusted
@ LegPaymentStreamCompoundingFrequencyUnit
@ LegProtectionTermNotional
@ UnderlyingComplexEventCreditEventType
@ UnderlyingDividendFXTriggerDateUnadjusted
@ LegDeliveryStreamElectingPartySide
@ SideRiskLimitCheckStatus
@ LegStreamNotionalUnitOfMeasure
@ UnderlyingStreamFirstPeriodStartDateAdjusted
@ UnderlyingPaymentStreamFutureValueNotional
@ ReturnRateCommissionCurrency
@ UnderlyingPaymentStreamRateSpreadCurrency
@ LegPaymentScheduleFixingDayOfWeek
@ LegCommonPricingIndicator
@ LegOptionExerciseBusinessDayConvention
@ LegPaymentScheduleInterimExchangeDatesOffsetUnit
@ UnderlyingStreamCommodityRateReferencePageHeading
@ PaymentStreamNonDeliverableFixingDatesBusinessCenter
@ NoUnderlyingStreamCommoditySettlBusinessCenters
@ ProtectionTermEventMinimumSources
@ UnderlyingDividendPeriodPaymentDateAdjusted
@ PartyDetailDefinitionResult
@ MandatoryClearingJurisdiction
@ ComplexOptPayoutCurrency
@ DividendNumOfIndexUnits
@ LegPaymentStreamResetDateBusinessCenter
@ DeliveryStreamNotionalConversionFactor
@ ListManualOrderIndicator
@ StreamCommodityNearbySettlDayPeriod
@ PaymentStreamCompoundingRateTreatment
@ ProvisionOptionRelevantUnderlyingDateBusinessCenter
@ DividendFinalRateRoundingDirection
@ UnderlyingMarketDisruptionValue
@ PaymentScheduleStepOffsetRate
@ ComplexEventStrikePrice
@ LegPaymentStreamRateCutoffDateOffsetPeriod
@ LegExtraordinaryEventAdjustmentMethod
@ LegPaymentStubIndex2RateSpreadPositionType
@ PaymentStreamInitialFixingDateAdjusted
@ UnderlyingPaymentStreamCompoundingDatesOffsetPeriod
@ UnderlyingComplexOptPayoutAmount
@ DerivativeInstrumentPartyRole
@ UnderlyingDeliveryScheduleNotionalUnitOfMeasure
@ EncodedLegMarketDisruptionFallbackUnderlierSecurityDescLen
@ UnderlyingReturnRateTotalCommissionPerTrade
@ UnderlyingCashSettlNumOfValuationDates
@ PaymentStreamFinalPricePaymentDateOffsetDayType
@ UnderlyingPaymentStreamMasterAgreementPaymentDatesIndicator
@ LegCasSettlValuationFirstBusinessDayOffset
@ FinancingTermSupplementDate
@ UnderlyingMarketDisruptionFallbackBasketCurrency
@ UnderlyingPaymentStreamFormulaCurrency
@ UnderlyingCashSettlDateAdjusted
@ LegReturnRateQuoteTimeType
@ LegPaymentStreamInitialRate
@ NoLegOptionExerciseExpirationDates
@ UnderlyingPaymentScheduleFixingDateBusinessCenter
@ StreamCommodityRateReferencePageHeading
@ NoLegPhysicalSettlDeliverableObligations
@ UnderlyingPaymentStreamCompoundingRateMultiplier
@ PaymentScheduleInterimExchangeDatesOffsetDayType
@ InstrumentScopeMaturityTime
@ ExtraordinaryDividendPartySide
@ RiskLimitUtilizationPercent
@ UnderlyingProvisionCashSettlPaymentDateBusinessCenter
@ LegProvisionOptionMaximumNumber
@ LegReturnRateCommissionBasis
@ NoLegComplexEventAveragingObservations
@ UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod
@ LegDeliveryScheduleSettlHolidaysProcessingInstruction
@ PriceUnitOfMeasureCurrency
@ UnderlyingPaymentStreamRateTreatment
@ UnderlyingMarketDisruptionFallbackType
@ UnderlyingComplexEventDateOffsetUnit
@ ReturnRateValuationFrequencyRollConvention
@ LegPaymentStreamFormulaReferenceAmount
@ NotAffectedMarketSegmentID
@ DividendPeriodStartDateUnadjusted
@ PaymentStreamFirstObservationDateOffsetPeriod
@ DeliveryScheduleSettlTimeZone
@ SideRegulatoryTradeIDScope
@ LegProvisionDateTenorUnit
@ LegPaymentStreamUnderlierRefID
@ LegComplexEventCreditEventSource
@ NoPaymentScheduleFixingDays
@ DividendPeriodBusinessDayConvention
@ UnderlyingPaymentStreamRateSpreadUnitOfMeasure
@ UnderlyingRefTickTableID
@ StrikePriceBoundaryMethod
@ PaymentStreamCompoundingEndDateUnadjusted
@ InstrumentPartyRoleQualifier
@ UnderlyingPaymentStreamPaymentRollConvention
@ EncodedDocumentationTextLen
@ UnderlyingPaymentStreamInterpolationMethod
@ NoSecurityClassifications
@ LegPaymentStubEndDateBusinessDayConvention
@ UnderlyingProvisionOptionRelevantUnderlyingDateBusinessDayConvention
@ StreamCommodityDataSourceIDType
@ NoStreamCalculationPeriodBusinessCenters
@ LegPaymentScheduleFixingLagPeriod
@ ProvisionOptionMaximumNumber
@ UnderlyingPaymentStreamCompoundingStartDateRelativeTo
@ UnderlyingMarketDisruptionMaterialityPercentage
@ NoStreamCommoditySettlBusinessCenters
@ RiskLimitCheckRequestID
@ PaymentStreamLinkMinimumBoundary
@ NoProvisionCashSettlPaymentDateBusinessCenters
@ UnderlyingEventTimePeriod
@ LegPaymentStreamRateIndexLocation
@ LegProvisionOptionExerciseMaximumNotional
@ UnderlyingPaymentScheduleStepRate
@ InstrumentScopeRestructuringType
@ UnderlyingDividendPeriodPaymentDateUnadjusted
@ UnderlyingPaymentScheduleInterimExchangePaymentDateRelativeTo
@ PaymentStreamFinalPrincipalExchangeIndicator
@ NoMarketDisruptionFallbacks
@ UnderlyingLegSecurityExchange
@ PaymentStubIndex2Source
@ LegPaymentScheduleSettlPeriodPriceCurrency
@ UnderlyingMinPriceIncrementAmount
@ NoLegStreamCalculationPeriodBusinessCenters
@ LegStateOrProvinceOfIssue
@ PaymentStreamRateTreatment
@ UnderlyingProvisionDateTenorPeriod
@ ProtectionTermEventQualifier
@ PaymentStreamFloorRateBuySide
@ UnderlyingRepurchaseTerm
@ NoUnderlyingPaymentStreamCompoundingDatesBusinessCenters
@ UnderlyingStreamCommoditySettlTotalHours
@ PaymentScheduleFixingLagUnit
@ NoUnderlyingDividendPeriods
@ RequestedPartyRoleQualifier
@ LegStreamCommoditySettlDateRollPeriod
@ UnderlyingCashSettlQuoteAmount
@ NoLegStreamCalculationPeriodDates
@ EncodedLegStreamCommodityDescLen
@ UnderlyingPaymentStreamFlatRateCurrency
@ LegStreamFirstPeriodStartDateAdjusted
@ RiskLimitReportRejectReason
@ UnderlyingCashSettlDateOffsetPeriod
@ UnderlyingExtraordinaryDividendPartySide
@ PaymentStreamInterpolationPeriod
@ UnderlyingPaymentStreamTotalFixedAmount
@ MDStatisticFrequencyPeriod
@ NoUnderlyingPaymentScheduleFixingDateBusinessCenters
@ UnderlyingLegSecurityAltID
@ LegDividendUnderlierRefID
@ UnderlyingPhysicalSettlCurrency
@ NoComplexEventCreditEventSources
@ LegAdditionalTermBondCouponFrequencyUnit
@ UnderlyingDeliveryStreamRiskApportionment
@ DeliveryStreamDeliveryPointSource
@ NoUnderlyingOptionExerciseDates
@ LegDeliveryStreamTotalNegativeTolerance
@ UnderlyingMakeWholeBenchmarkQuote
@ LegDividendAccrualPaymentDateUnadjusted
@ LegProvisionCashSettlValueDateAdjusted
@ MatchRuleProductComplex
@ SettlMethodElectionDateOffsetPeriod
@ NoLegCashSettlDateBusinessCenters
@ UnderlyingPaymentStreamPaymentDateBusinessCenter
@ PaymentStreamNonDeliverableFixingDatesRelativeTo
@ EncodedLegDocumentationText
@ UnderlyingPaymentStreamRateCutoffDateOffsetPeriod
@ NoUnderlyingReturnRateFXConversions
@ LegReturnRateValuationDateBusinessCenter
@ UnderlyingDeliveryStreamToleranceOptionSide
@ LegAdditionalTermDiscrepancyClauseIndicator
@ PaymentStreamFixingDate
@ UnderlyingStreamCommodityBase
@ LegPaymentStreamFixingDateBusinessDayConvention
@ NoUnderlyingPhysicalSettlDeliverableObligations
@ UnderlyingExerciseStyle
@ OptionExerciseNominationDeadline
@ DividendAccrualPaymentDateBusinessCenter
@ LegPaymentStreamCompoundingDate
@ CollateralRequestNumber
@ QuoteRequestRejectReason
@ PaymentScheduleFixingDateBusinessDayConvention
@ PaymentStubIndex2RateSpreadPositionType
@ FloatingRateIndexCurveUnit
@ NoUnderlyingDividendAccrualPaymentDateBusinessCenters
@ NoRelatedPartyDetailSubIDs
@ LegCashSettlRecoveryFactor
@ LegPaymentScheduleReferencePage
@ LegPaymentStreamNonDeliverableFixingDatesOffsetDayType
@ EncodedOptionExpirationDescLen
@ LegPaymentStreamNonDeliverableSettlReferencePage
@ NestedPartyRoleQualifier
@ DeliveryStreamImporterOfRecord
@ LegAutomaticExerciseThresholdRate
@ LegPaymentStreamPaymentFrequencyPeriod
@ UnderlyingPaymentStreamInflationInitialIndexLevel
@ UnderlyingStreamNotionalCommodityFrequency
@ UnderlyingPaymentStreamFormulaImage
@ ReturnRateFinalPriceFallback
@ NoPaymentStreamCompoundingDates
@ RegulatoryTransactionType
@ UnderlyingExtraordinaryEventValue
@ UnderlyingContractMultiplierUnit
@ ProvisionOptionSinglePartyBuyerSide
@ DerivativePriceQuoteCurrency
@ InstrumentScopeSymbolSfx
@ UnderlyingPaymentStreamRateSpreadType
@ UnderlyingCashSettlDateBusinessCenter
@ LegSettledEntityMatrixSource
@ UnderlyingDividendCapRateSellSide
@ LegPaymentStreamInflationInterpolationMethod
@ UnderlyingReturnRateCashFlowType
@ SettlMethodElectionDateOffsetUnit
@ NoUnderlyingStreamEffectiveDateBusinessCenters
@ PaymentStreamRateIndexLevel
@ NoUnderlyingStreamAssetAttributes
@ LegProtectionTermEventCurrency
@ NoUnderlyingPaymentStubs
@ PaymentStreamLinkExpiringLevelIndicator
@ UnderlyingProtectionTermBuyerNotifies
@ UnderlyingPaymentSchedulePaySide
@ ReturnRateCommissionAmount
@ LegStreamCommodityUnitOfMeasure
@ StreamCommoditySettlPeriodFrequencyPeriod
@ AffectedSecondaryOrderID
@ UnderlyingDividendComposition
@ LegComplexOptPayoutReceiveSide
@ ReturnRateValuationEndDateOffsetUnit
@ LegStreamCalculationPeriodDatesXID
@ MarketDepthTimeIntervalUnit
@ UnderlyingDeliveryScheduleNotionalCommodityFrequency
@ UnderlyingPaymentStreamReferenceLevel
@ StreamEffectiveDateAdjusted
@ PartyDetailsListReportID
@ NoUnderlyingPricingDateBusinessCenters
@ TradeAllocGroupInstruction
@ LegProvisionDateTenorPeriod
@ AllocClearingFeeIndicator
@ LegExtraordinaryDividendPartySide
@ TriggerTradingSessionSubID
@ UnderlyingTradingSessionID
@ UnderlyingPaymentStubRate
@ UnderlyingProvisionCashSettlPaymentDateBusinessDayConvention
@ LegDividendNumOfIndexUnits
@ UnderlyingDividendPeriodPaymentDateOffsetPeriod
@ UnderlyingAdditionalTermBondCurrentTotalIssuedAmount
@ ProvisionOptionMinimumNumber
@ UnderlyingStreamCommodityDataSourceIDType
@ UnderlyingPaymentStreamRateSpreadPositionType
@ UnderlyingProtectionTermXIDRef
@ UnderlyingPaymentStreamSettlCurrency
@ UnderlyingPaymentStreamMaximumPaymentAmount
@ UnderlyingNonCashDividendTreatment
@ LegProvisionOptionExpirationDateBusinessDayConvention
@ UnderlyingValuationMethod
@ EncodedUnderlyingSecurityDescLen
@ UnderlyingInstrumentPartySubIDType
@ PaymentStreamRealizedVarianceMethod
@ RiskLimitUtilizationAmount
@ PaymentScheduleFixingDateOffsetDayType
@ PaymentStreamRateOrAmountCurrency
@ LegProvisionCashSettlQuoteSource
@ LegPaymentStreamCompoundingRateIndexCurvePeriod
@ UnderlyingProvisionCashSettlPaymentDateRelativeTo
@ UnderlyingCashSettlBusinessDays
@ LegMarketDisruptionMinimumFuturesContracts
@ UnderlyingProvisionBreakFeeElection
@ LegFinancingTermSupplementDate
@ UnderlyingOptionExerciseEarliestTime
@ LegMarketDisruptionFallbackValue
@ LegOptionExerciseFirstDateUnadjusted
@ LegStreamCommodityNearbySettlDayUnit
@ UnderlyingComplexEventPeriodTime
@ OptionExerciseStartDateOffsetDayType
@ NoPaymentStreamFixingDates
@ LegPaymentStreamLinkClosingLevelIndicator
@ PaymentScheduleInterimExchangeDatesBusinessCenter
@ LegComplexEventCondition
@ PaymentStreamRateIndexIDSource
@ RiskLimitCheckRequestType
@ LegPaymentScheduleStepFrequencyPeriod
@ LegOptionExerciseLatestTime
@ PaymentStreamLinkStrikePrice
@ UnderlyingProvisionCashSettlPaymentDate
@ UnderlyingProvisionCashSettlValueDateOffsetDayType
@ LegProvisionOptionExerciseEarliestTimeBusinessCenter
@ LegOptionExerciseExpirationDateRelativeTo
@ NoUnderlyingDividendPayments
@ LegStreamFirstRegularPeriodStartDateUnadjusted
@ PaymentStreamWorldScaleRate
@ UnderlyingPaymentStubEndDateBusinessDayConvention
@ LegProtectionTermBuyerNotifies
@ UnderlyingPaymentStreamRateIndex2CurvePeriod
@ DeliveryStreamCycleDesc
@ LegCashSettlQuoteMethod
@ LegComplexEventPeriodDate
@ PaymentForwardStartType
@ LegDividendPeriodPaymentDateUnadjusted
@ UnderlyingInstrumentPartyRoleQualifier
@ LegPaymentStreamCompoundingDatesBusinessCenter
@ ReturnRateValuationEndDateRelativeTo
@ UnderlyingComplexEventCreditEventsXIDRef
@ ReturnRateReferencePageHeading
@ PaymentScheduleFixingFirstObservationDateOffsetUnit
@ BackloadedTradeIndicator
@ LegStrikePriceDeterminationMethod
@ ComplexEventCurrencyOne
@ SideCurrentCollateralAmount
@ LegStreamNotionalCommodityFrequency
@ NoLegPaymentStreamNonDeliverableFixingDateBusinessCenters
@ UnderlyingPaymentStreamFlatRateAmount
@ UnderlyingPositionLimit
@ UnderlyingDeliveryStreamDeliverAtSourceIndicator
@ PartyActionRejectReason
@ UnderlyingComplexEventCreditEventValue
@ LegPaymentScheduleSettlPeriodPriceUnitOfMeasure
@ UnderlyingSettlDisruptionProvision
@ StreamCommoditySettlTimeType
@ RiskWarningLevelPercent
@ PaymentStreamInitialFixingDateOffsetPeriod
@ UnderlyingProvisionCashSettlValueTime
@ UnderlyingUnitOfMeasureQty
@ NoUnderlyingComplexEventCreditEventQualifiers
@ DeliveryStreamDeliveryContingency
@ ProtectionTermEventCurrency
@ StreamCommoditySettlPeriodXID
@ PaymentStreamCompoundingStartDateOffsetUnit
@ NoUnderlyingSecondaryAssetClasses
@ UnderlyingPaymentStreamRateMultiplier
@ UnderlyingStreamCommoditySettlPeriodXIDRef
@ PaymentStreamCapRateBuySide
@ PaymentStreamDiscountType
@ UnderlyingComplexEventCurrencyOne
@ PaymentStubEndDateOffsetDayType
@ NoLegPaymentStreamPricingBusinessCenters
@ ProvisionCashSettlValueDateOffsetDayType
@ AllocAccruedInterestAmt
@ PaymentStreamRateCutoffDateOffsetPeriod
@ UnderlyingReturnRatePriceType
@ LegComplexEventForwardPoints
@ AllocRefRiskLimitCheckIDType
@ UnderlyingPaymentStreamRateIndexCurveUnit
@ LegPaymentStreamFixingDate
@ NoLegStreamCommoditySettlDays
@ LegPaymentStubEndDateOffsetUnit
@ NoPaymentScheduleRateSources
@ UnderlyingAdditionalTermConditionPrecedentBondIndicator
@ LegReturnRateValuationTimeBusinessCenter
@ ApplicationSystemVersion
@ UnderlyingPaymentStreamCompoundingStartDateOffsetUnit
@ MarketDisruptionFallbackBasketDivisor
@ UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenter
@ UnderlyingPaymentScheduleFixedCurrency
@ ProvisionCashSettlValueDateOffsetPeriod
@ ReturnRateQuotePricingModel
@ UnderlyingStreamTerminationDateUnadjusted
@ PaymentStubIndex2CurvePeriod
@ PaymentStubEndDateUnadjusted
@ UnderlyingReturnRateValuationEndDateOffsetUnit
@ LegDividendPeriodValuationDateUnadjusted
@ DividendAccrualPaymentDateRelativeTo
@ LegDeliveryScheduleToleranceType
@ UnderlyingDividendAccrualPaymentDateAdjusted
@ UnderlyingSecurityXMLLen
@ PaymentStreamCompoundingStartDateAdjusted
@ ProvisionOptionExerciseFixedDateType
@ UnderlyingPaymentScheduleXIDRef
@ UnderlyingLegMaturityDate
@ LegDividendFXTriggerDateAdjusted
@ LegComplexEvenReferencePageHeading
@ LegCashSettlMinimumQuoteAmount
@ LegDividendFloatingRateMultiplier
@ PaymentScheduleReferencePage
@ LegDeliveryScheduleNotional
@ PaymentStreamMaximumPaymentCurrency
@ DerivativeFlowScheduleType
@ UnderlyingExerciseSplitTicketIndicator
@ ReturnRateValuationDateOffsetPeriod
@ LegPaymentStreamFinalRate
@ NoLegPaymentStubEndDateBusinessCenters
@ UnderlyingPaymentScheduleStartDateUnadjusted
@ UnderlyingPaymentStreamResetFrequencyPeriod
@ LegPaymentStreamLinkStrikePriceType
@ PaymentStubIndexFloorRateSellSide
@ UnderlyingReturnRateValuationEndDateAdjusted
@ NoUnderlyingPaymentStreamPricingBusinessCenters
@ PaymentStreamFutureValueDateAdjusted
@ LegPaymentStreamFixingDateAdjusted
@ DividendFloorRateSellSide
@ StreamTerminationDateBusinessDayConvention
@ ReturnRateValuationStartDateOffsetUnit
@ UnderlyingPaymentStreamCashSettlIndicator
@ LegComplexEventFuturesPriceValuation
@ LegPaymentStubStartDateOffsetPeriod
@ UnderlyingPaymentStreamCompoundingStartDateAdjusted
@ StreamEffectiveDateBusinessDayConvention
@ LegSettlRatePostponementCalculationAgent
@ StreamCommoditySettlPeriodPriceCurrency
@ ProvisionOptionExpirationDateUnadjusted
@ LegSettlRatePostponementSurvey
@ SideCollateralAmountMarketID
@ UnderlyingInstrumentPartyRole
@ MarketDisruptionFallbackBasketCurrency
@ DividendFXTriggerDateUnadjusted
@ LegComplexEventCreditEventsXIDRef
@ LegPaymentStreamCompoundingEndDateUnadjusted
@ UnderlyingStreamCommodityUnitOfMeasure
@ SecurityMassTradingEvent
@ UnderlyingDividendFXTriggerDateAdjusted
@ UnderlyingLegStrikePrice
@ StreamEffectiveDateUnadjusted
@ PaymentStubIndex2RateSpread
@ UnderlyingComplexEventXIDRef
@ UnderlyingDividendPeriodXID
@ UnderlyingOptPayoutAmount
@ LegComplexEventStrikeFactor
@ PaymentScheduleFixingTimeBusinessCenter
@ LegPaymentStreamFinalPricePaymentDateOffsetPeriod
@ NoAffectedMarketSegments
@ ProvisionOptionExerciseEarliestDateOffsetUnit
@ EncodedMarketDisruptionFallbackUnderlierSecurityDesc
@ LegPaymentScheduleStepOffsetRate
@ DividendPeriodValuationDateOffsetPeriod
@ UnderlyingProvisionOptionExerciseFrequencyUnit
@ MDStatisticIntervalPeriod
@ DividendAccrualPaymentDateAdjusted
@ LegStreamCalculationPeriodBusinessCenter
@ LegComplexEventPricePercentage
@ NoLegComplexEventCreditEventQualifiers
@ StreamCommoditySettlPeriodNotional
@ NoPaymentStreamResetDateBusinessCenters
@ LegMarketDisruptionMaximumDays
@ PaymentStreamLinkNumberOfDataSeries
@ UnderlyingPaymentStreamPricingBusinessDayConvention
@ UnderlyingPaymentScheduleStepFrequencyPeriod
@ ReturnRatePriceSequence
@ AdditionalTermBondCouponFrequencyPeriod
@ LegDeliveryStreamTransportEquipment
@ LegReturnRateValuationStartDateOffsetUnit
@ LegStreamAssetAttributeValue
@ LegComplexEventBusinessCenter
@ UnderlyingReturnRateValuationDateOffsetPeriod
@ ProvisionCashSettlPaymentDate
@ LegComplexEventStartTime
@ AdditionalDividendsIndicator
@ LegPaymentStreamFinalPricePaymentDateAdjusted
@ UnderlyingStrikeIndexQuote
@ UnderlyingPaymentStreamCompoundingRateIndex
@ PaymentStreamInitialPrincipalExchangeIndicator
@ UnderlyingOptionExerciseLastDateUnadjusted
@ DeliveryStreamDeliveryRestriction
@ EncodedAllocCommissionDescLen
@ PaymentSettlPartyRoleQualifier
@ UnderlyingStreamTotalNotionalUnitOfMeasure
@ PaymentStreamAccrualDays
@ LegPaymentStreamTotalFixedAmount
@ LegPaymentStreamFlatRateAmount
@ StreamCalculationPeriodDate
@ StreamCommodityExchange
@ StreamCommodityCurrency
@ UnderlyingInstrumentRoundingDirection
@ PaymentStreamPricingDayType
@ UnderlyingPaymentStreamInflationFallbackBondApplicable
@ SecondaryTradingReferencePrice
@ LegComplexEventDateOffsetPeriod
@ UnderlyingDividendFloorRate
@ AffiliatedFirmsTradeIndicator
@ LegProvisionOptionExpirationDateOffsetPeriod
@ LegOptionExerciseExpirationDateType
@ LegPaymentStreamFutureValueDateAdjusted
@ UnderlyingPaymentStreamDiscountType
@ UnderlyingDividendAccrualFixedRate
@ LegContractualMatrixTerm
@ UnderlyingPriceUnitOfMeasureCurrency
@ NoUnderlyingPaymentStreamPricingDates
@ LegStreamNotionalDeterminationMethod
@ UnderlyingComplexEventPeriodType
@ PaymentStreamInflationFallbackBondApplicable
@ LegDeliveryStreamTitleTransferCondition
@ LegPaymentStreamResetFrequencyUnit
@ LegDividendFloorRateBuySide
@ UnderlyingReturnRateValuationDateType
@ CashSettlDateOffsetPeriod
@ NoLegComplexEventCreditEvents
@ UnderlyingReturnRateValuationEndDateOffsetDayType
@ MaturityMonthYearIncrement
@ UnderlyingDividendFloatingRateMultiplier
@ UnderlyingPriceUnitOfMeasure
@ LegPaymentStreamFormulaImage
@ UnderlyingPaymentStreamRateIndexCurvePeriod
@ LegStreamCommoditySettlPeriodPrice
@ UnderlyingProvisionOptionExpirationDateRelativeTo
@ UnderlyingAdditionalTermDiscrepancyClauseIndicator
@ UnderlyingReturnRatePriceCurrency
@ UnderlyingStreamCalculationBalanceOfFirstPeriod
@ MasterConfirmationAnnexDate
@ LegUnitOfMeasureCurrency
@ LegPaymentStreamCompoundingMethod
@ LegProvisionCashSettlValueDateBusinessDayConvention
@ LegProvisionOptionExerciseBusinessDayConvention
@ LegMarketDisruptionFallbackUnderlierType
@ PaymentStubIndexCapRateSellSide
@ PaymentScheduleInterimExchangeDatesBusinessDayConvention
@ DerivativeProductComplex
void dictionary_init_field(AssociativeContainer &dictionary)
Populate an AssociativeContainer with the names of all the FIX fields.
@ EncodedAdditionalTermBondDescLen
@ UnderlyingReturnRateQuoteBusinessCenter
@ ComplexEventPVFinalPriceElectionFallback
@ PaymentStreamRateMultiplier
@ LegProvisionOptionExerciseBoundsLastDateUnadjusted
@ NoStreamCommoditySettlPeriods
@ NoUnderlyingAssetAttributes
@ EncodedLegStreamCommodityDesc
@ UnderlyingPaymentScheduleInterimExchangeDateAdjusted
@ NoContractualDefinitions
@ LegPaymentStreamMasterAgreementPaymentDatesIndicator
@ UnderlyingReturnRateValuationEndDateUnadjusted
@ NoUnderlyingProvisionOptionExpirationDateBusinessCenters
@ StreamCalculationPeriodDateType
@ PaymentStubIndex2RateTreatment
@ FinancialInstrumentShortName
@ LegStreamCommoditySettlTimeType
@ PaymentStubIndex2FloorRate
@ LegPaymentStreamInflationLagDayType
@ OptionExerciseExpirationDateOffsetUnit
@ UnderlyingDividendAmountType
@ UnderlyingPaymentStubFixedCurrency
@ StreamLastRegularPeriodEndDateUnadjusted
@ LegComplexEventDateAdjusted
@ LegDividendPeriodValuationDateOffsetPeriod
@ PaymentStreamResetFrequencyPeriod
@ PaymentStreamFirstObservationDateAdjusted
@ PaymentStreamNearestExchangeContractRefID
@ UnderlyingReturnRateCommissionBasis
@ UnderlyingDeliveryStreamNotionalConversionFactor
@ LegProvisionOptionExpirationDateBusinessCenter
@ NoCashSettlDateBusinessCenters
@ PaymentStubStartDateBusinessDayConvention
@ ProtectionTermBuyerNotifies
@ UnderlyingDividendAccruedInterest
@ UnderlyingProvisionOptionExpirationDateOffsetDayType
@ LegProvisionCashSettlPaymentDateOffsetUnit
@ NoLegMarketDisruptionFallbacks
@ DerivativeInTheMoneyCondition
@ AutomaticExerciseIndicator
@ ComplexEventOptionsPriceValuation
@ UnderlyingAdditionalTermBondDesc
@ UnderlyingPaymentScheduleWeight
@ UnderlyingDeliveryRouteOrCharter
@ UnderlyingPaymentStubStartDateUnadjusted
@ LegComplexEventCreditEventQualifier
@ UnderlyingSettlementType
@ UnderlyingComplexEventScheduleRollConvention
@ UnderlyingPaymentStubIndex2RateSpread
@ LegCashSettlBusinessDays
@ LegShortSaleRestriction
@ UnderlyingPaymentStreamPaymentDateOffsetPeriod
@ UnderlyingPriceQuoteMethod
@ LegDividendReinvestmentIndicator
@ PaymentStreamFinalPricePaymentDateOffsetfPeriod
@ UnderlyingPaymentScheduleReferencePage
@ ReturnRateValuationStartDateUnadjusted
@ HistoricalReportIndicator
@ NoStreamCommoditySettlDays
@ UnderlyingStrikeUnitOfMeasure
@ NoStreamCommodityAltIDs
@ UnderlyingPaymentScheduleRateConversionFactor
@ EncodedFinancialInstrumentFullNameLen
@ ProvisionCalculationAgent
@ PaymentStreamVarianceUnadjustedCap
@ UnderlyingDividendFloatingRateIndexCurveUnit
@ LegOptionExerciseExpirationFrequencyUnit
@ LegPaymentStreamInflationFallbackBondApplicable
@ PaymentStreamCompoundingDatesRelativeTo
@ UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod
@ SubscriptionRequestType
@ InstrumentScopeCouponRate
@ UnderlyingPaymentStreamRateIndexLevel
@ UnderlyingStreamEffectiveDateOffsetPeriod
@ UnderlyingLegSecurityIDSource
@ UnderlyingDeliveryStreamRouteOrCharter
@ LegDividendPeriodValuationDateOffsetUnit
@ NoUnderlyingPaymentSchedules
@ DividendReinvestmentIndicator
@ OptionExerciseStartDateAdjusted
@ CashSettlMinimumQuoteCurrency
@ DerivativeUnitOfMeasureCurrency
@ UnderlyingStreamCommodityPricingType
@ LegPaymentStreamDiscountType
@ PaymentStreamCompoundingFrequencyPeriod
@ NoUndlyInstrumentPartySubIDs
@ UnderlyingStreamCommoditySettlDateUnadjusted
@ UnderlyingPaymentStreamCompoundingRateSpreadPositionType
@ LegReturnRateQuoteUnits
@ LegProvisionCashSettlPaymentDateRangeFirst
@ UnderlyingStreamCommodityXID
@ ProvisionOptionSinglePartySellerSide
@ NoLegPaymentStreamPaymentDateBusinessCenters
@ UnderlyingSettlPriceType
@ SettlMethodElectionDateBusinessCenter
@ ComplexEventCreditEventMinimumSources
@ UnderlyingProvisionOptionExerciseEarliestDateOffsetUnit
@ UnderlyingStreamCommodityExchange
@ LegProvisionCashSettlQuoteReferencePage
@ UnderlyingDividendEntitlementEvent
@ UnderlyingCashSettlAmount
@ OptionExerciseExpirationDateOffsetDayType
@ StreamTerminationDateUnadjusted
@ LegReturnRateValuationStartDateOffsetPeriod
@ LegCashSettlQuoteCurrency
@ LegPaymentStreamCompoundingStartDateOffsetPeriod
@ UnderlyingProvisionOptionExpirationDateOffsetUnit
@ CollateralRequestLinkID
@ UnderlyingComplexEventPriceBoundaryPrecision
@ LegComplexEventDateOffsetDayType
@ UnderlyingStreamCommoditySettlDateBusinessDayConvention
@ EncodedUnderlyingFinancialInstrumentFullNameLen
@ CollateralAmountMarketID
@ UnderlyingDividendPaymentAmount
@ LegStreamAssetAttributeLimit
@ LegPaymentStreamRateIndexIDSource
@ UnderlyingCashSettlRecoveryFactor
@ UnderlyingPaymentStreamRateIndexUnitOfMeasure
@ LegOptionExerciseExpirationDateOffsetUnit
@ UnderlyingPaymentStreamCompoundingDatesOffsetDayType
@ UnderlyingPaymentStreamCapRateBuySide
@ UnderlyingPaymentStubIndexRateMultiplier
@ UnderlyingDeliveryStreamWithdrawalPoint
@ LegPaymentScheduleRateConversionFactor
@ AutomaticExerciseThresholdRate
@ UnderlyingReturnRateValuationFrequencyRollConvention
@ UnderlyingProtectionTermEventMinimumSources
@ ProvisionOptionExerciseStartDateOffsetDayType
@ UnderlyingPaymentStubIndexSource
@ LegPaymentStreamCompoundingNegativeRateTreatment
@ LegProvisionCashSettlMethod
@ LegComplexOptPayoutPercentage
@ UnderlyingSecurityStatus
@ NoLegStreamAssetAttributes
@ LegProtectionTermSellerNotifies
@ NonDeliverableFixingDateType
@ SideCollateralMarketPrice
@ UnderlyingStreamCommodityNearbySettlDayPeriod
@ SecurityClassificationValue
@ UnderlyingReturnRateFXCurrencySymbol
@ DerivativeContractMultiplierUnit
@ UnderlyingNotionalDeterminationMethod
@ UnderlyingStreamEffectiveDateOffsetUnit
@ LegPaymentStreamPaymentDateType
@ NoComplexEventRateSources
@ LegPaymentStreamPricingDayDistribution
@ LegDividendPeriodSequence
@ UnderlyingPaymentStreamDelayIndicator
@ LegPaymentStreamPaymentFrequencyUnit
@ ProvisionOptionExpirationTimeBusinessCenter
@ UnderlyingProvisionCashSettlCurrency2
@ LegProvisionOptionExpirationDateRelativeTo
@ FloatingRateIndexCurvePeriod
@ CommissionAmountSubType
@ LegComplexEventSpotRate
@ StreamEffectiveDateOffsetUnit
@ SecurityClassificationReason
@ OptionExerciseStartDateOffsetPeriod
@ PaymentStreamFixingDateOffsetPeriod
@ LegPaymentStreamRateIndex2CurveUnit
@ DeliveryScheduleSettlDay
@ LegPaymentScheduleFixingDateOffsetDayType
@ UnderlyingCollectAmount
@ UnderlyingAdditionalTermBondCouponFrequencyPeriod
@ PaymentStreamRateCutoffDateOffsetUnit
@ NoLegPaymentStreamFormulas
@ LegNonCashDividendTreatment
@ PaymentStreamReferenceLevel
@ UnderlyingPaymentStreamFormulaImageLength
@ UnderlyingAdditionalTermBondSeniority
@ LegPaymentStreamRateIndexLevel
@ LegPaymentStubIndexRateMultiplier
@ PaymentStreamNonDeliverableFixingDatesOffsetDayType
@ LegDividendCompoundingMethod
@ LegPaymentStreamCompoundingStartDateRelativeTo
@ UnderlyingPaymentStreamFloorRateBuySide
@ ProvisionOptionRelevantUnderlyingDateOffsetDayType
@ LegPaymentScheduleRateSpreadPositionType
@ LegCashSettlDateOffsetUnit
@ LegComplexEventPriceBoundaryMethod
@ NoUnderlyingStreamCalculationPeriodDates
@ UnderlyingCommonPricingIndicator
@ LegReturnRatePriceBasis
@ UnderlyingStreamFirstPeriodStartDateBusinessCenter
@ UnderlyingProtectionTermXID
@ EncodedAdditionalTermBondIssuer
@ SettlRatePostponementSurvey
@ LegStreamCalculationFrequencyPeriod
@ NoPaymentStubEndDateBusinessCenters
@ LegProvisionOptionExerciseFrequencyUnit
@ LegPhysicalSettlDeliverableObligationValue
@ LegPaymentStreamLinkStrikePrice
@ UnderlyingSettlMethodElectionDateOffsetDayType
@ NoUnderlyingRateSpreadSteps
@ UnderlyingDeliveryScheduleToleranceType
@ ComplexOptPayoutReceiveSide
@ EncodedUnderlyingDeliveryStreamCycleDesc
@ LegPaymentScheduleFixingLagUnit
@ UnderlyingOptionExerciseExpirationDate
@ LegDividendCashPercentage
@ LegComplexEventScheduleRollConvention
@ UnderlyingPaymentStreamPaymentDateOffsetUnit
@ UnderlyingCouponDayCount
@ PaymentDateOffsetDayType
@ LegStreamCommoditySettlPeriodPriceCurrency
@ UnderlyingCashSettlDateOffsetDayType
@ UnderlyingPhysicalSettlDeliverableObligationValue
@ UnderlyingOptionExerciseDate
@ LegPaymentStreamInitialFixingDateRelativeTo
@ UnderlyingPaymentStreamRateIndex2CurveUnit
@ PaymentStreamNonDeliverableFixingDatesOffsetUnit
@ LegPaymentStreamFlatRateCurrency
@ PaymentStreamTotalFixedAmount
@ UnderlyingPaymentStreamInitialFixingDateOffsetUnit
@ LegPaymentStreamCompoundingCapRateSellSide
@ UnderlyingSettlRatePostponementMaximumDays
@ LegStreamEffectiveDateBusinessCenter
@ DividendFloorRateBuySide
@ LegComplexOptPayoutTime
@ LegPhysicalSettlMaximumBusinessDays
@ LegDeliveryStreamDeliveryPointSource
@ UnderlyingIndexCurvePeriod
@ LegStreamCommoditySettlPeriodFrequencyUnit
@ LegDeliveryScheduleSettlFlowType
@ PaymentStreamRateSpreadPositionType
@ PaymentStreamCompoundingDatesOffsetUnit
@ LegDividendFXTriggerDateOffsetDayType
@ UnderlyingStreamCommodityAltID
@ PaymentStreamFRADiscounting
@ LegSettlMethodElectingPartySide
@ LegStreamCalculationCorrectionUnit
@ LegComplexEventCreditEventBusinessCenter
@ NoComplexEventPeriodDateTimes
@ PartyDetailsListRequestID
@ UnderlyingProvisionOptionExerciseLatestTimeBusinessCenter
@ ProtectionTermEventPeriod
@ ProvisionOptionExerciseStartDateOffsetUnit
@ UnderlyingComplexEventDateBusinessDayConvention
@ LegPhysicalSettlDeliverableObligationType
@ UnderlyingProvisionCashSettlValueDateBusinessCenter
@ LegStreamCommoditySettlFlowType
@ NoLegComplexEventRateSources
@ UnderlyingProtectionTermEventBusinessCenter
@ UnderlyingReturnRateQuoteMethod
void dictionary_init_message(AssociativeContainer &dictionary)
Populate an AssociativeContainer with the names of all the FIX message types.
@ LegProvisionOptionExerciseEarliestDateOffsetPeriod
@ PhysicalSettlDeliverableObligationValue
@ IntraFirmTradeIndicator
@ UnderlyingMakeWholeAmount
@ UnderlyingStreamTotalNotional
@ UnderlyingStreamCommoditySecurityID
@ UnderlyingPaymentScheduleFixingTime
@ UnderlyingStreamNotionalDeterminationMethod
@ LegPaymentStreamRateIndexSource
@ ComplexEventPriceTimeType
@ UnderlyingDividendAccrualPaymentDateUnadjusted
@ UnderlyingContraryInstructionEligibilityIndicator
@ UnderlyingPaymentStreamFinalRate
@ DerivativeInstrumentPartyRoleQualifier
@ NoUnderlyingLegSecurityAltID
@ SecondaryPriceLimitType
@ UnderlyingStreamTerminationDateBusinessCenter
@ UnderlyingPaymentStreamCompoundingFloorRateSellSide
@ UnderlyingComplexEventDateOffsetDayType
@ UnderlyingContractPriceRefMonth
@ LegSettlRateFallbackReferencePage
@ UnderlyingPaymentStreamPricingDayOfWeek
@ LegDividendFloatingRateTreatment
@ UnderlyingDividendFloatingRateSpreadPositionType
@ NoPaymentBusinessCenters
@ UnderlyingSettlMethodElectingPartySide
@ UnderlyingComplexEventCondition
@ LegMarketDisruptionValue
@ UnderlyingDividendFloatingRateSpread
@ LegMarketDisruptionFallbackProvision
@ UnderlyingDividendPaymentCurrency
@ LegReturnRateValuationDateOffsetPeriod
@ PaymentScheduleInterimExchangeDateAdjusted
@ UnderlyingPaymentStubIndex2FloorRate
@ LegPaymentStreamFormulaImageLength
@ UnderlyingReturnRateValuationTimeBusinessCenter
@ ComplexEventAveragingObservationNumber
@ LegPaymentStreamCompoundingRateIndexCurveUnit
@ MarketDisruptionFallbackUnderlierSecurityIDSource
@ UnderlyingCouponPaymentDate
@ UnderlyingReturnRateValuationDate
@ EncodedUnderlyingProvisionText
@ UnderlyingValuationReferenceModel
@ RelatedRegulatoryTradeIDSource
@ LegPaymentStreamInterimPrincipalExchangeIndicator
@ PaymentStubIndexCurveUnit
@ StreamFirstRegularPeriodStartDateUnadjusted
@ UnderlyingProvisionOptionExerciseBoundsLastDateUnadjusted
@ UnderlyingInterestAccrualDate
@ InstrumentScopeSecurityDesc
@ PaymentStreamReferenceLevelEqualsZeroIndicator
@ UnderlyingPaymentStreamResetDateBusinessCenter
@ DerivativePriceQuoteMethod
@ PreviousUnadjustedOpenInterest
@ LegComplexEventAveragingWeight
@ UnderlyingPaymentScheduleRate
@ DividendFloatingRateTreatment
@ UnderlyingPaymentStubIndex2CurvePeriod
@ LegContractualMatrixSource
@ UnderlyingPaymentStreamCompoundingRateTreatment
@ LegStreamCommodityDeliveryPricingRegion
@ PaymentStreamPricingDayCount
@ EncodedUnderlyingDeliveryStreamCycleDescLen
@ LegDeliveryStreamDeliveryRestriction
@ LegPaymentStreamMarketRate
@ NoLegProtectionTermEventNewsSources
@ LegPaymentStubIndexFloorRate
@ LegTradingUnitPeriodMultiplier
@ UnderlyingPaymentStreamVegaNotionalAmount
@ AffectedMarketSegmentID
@ UnderlyingComplexEventDateRelativeTo
@ NoUnderlyingPaymentStreamPaymentDateBusinessCenters
@ RelatedPartyDetailSubIDType
@ UnderlyingPaymentStreamInflationInterpolationMethod
@ UnderlyingPaymentStreamFormulaCurrencyDeterminationMethod
@ ConvertibleBondEquityIDSource
@ InstrumentScopeSecurityIDSource
@ NoUnderlyingStreamCommoditySettlPeriods
@ CashSettlDateOffsetUnit
@ UnderlyingUnitOfMeasureCurrency
@ LegPaymentStreamCalculationLagUnit
@ CashDistribAgentAcctNumber
@ StreamAssetAttributeType
@ UnderlyingReturnRatePriceSequence
@ DividendCapRateSellSide
@ UnderlyingComplexEventCreditEventSource
@ LegOptionExerciseExpirationTime
@ PaymentStubStartDateRelativeTo
@ PaymentStubIndexRateSpreadPositionType
@ NoAdditionalTermBondRefs
@ LegValuationReferenceModel
@ PaymentStubIndexRateMultiplier
@ LegDividendFinalRatePrecision
@ LegComplexEventCurrencyOne
@ UnderlyingDeliveryStreamType
@ EncodedSecurityListDescLen
@ LegProvisionOptionExpirationTimeBusinessCenter
@ NoUnderlyingReturnRateValuationDateBusinessCenters
@ UnderlyingStrikePriceBoundaryPrecision
@ UnderlyingDividendFXTriggerDateBusinessDayConvention
@ NoDividendPeriodBusinessCenters
@ UnderlyingComplexEventCreditEventDayType
@ LegDividendFXTriggerDateOffsetUnit
@ LegReturnRateValuationPriceOption
@ LegPaymentScheduleInterimExchangeDateAdjusted
@ ComplexEventCurrencyTwo
@ UnderlyingDividendPeriodSequence
@ NoLegStreamCommoditySettlPeriods
@ UnderlyingPaymentStreamAccrualDays
@ LegPaymentStreamRealizedVarianceMethod
@ UnderlyingComplexEventCreditEventRateSource
@ LegPaymentScheduleFixingDateAdjusted
@ UnderlyingPaymentStubIndexRateSpreadPositionType
@ UnderlyingCashSettlDealer
@ StreamTotalNotionalUnitOfMeasure
@ UnderlyingPaymentStreamRateCutoffDateOffsetDayType
@ PaymentStreamPaymentDateOffsetDayType
@ NoPaymentStubStartDateBusinessCenters
@ UnderlyingPhysicalSettlTermXID
@ NoUnderlyingProvisionCashSettlPaymentDates
@ LegCashSettlDateAdjusted
@ LegPaymentStreamRateSpread
@ LegPaymentStreamPricingDateType
@ PaymentStreamCompoundingStartDateOffsetPeriod
@ LegReturnRateCashFlowType
@ UnderlyingPaymentStreamPaymentDateBusinessDayConvention
@ PaymentStreamInitialRate
@ StreamNotionalFrequencyUnit
@ LegPaymentStreamCompoundingEndDateOffsetPeriod
@ UnderlyingOptionExerciseStartDateOffsetPeriod
@ LegPaymentStreamCapRateSellSide
@ ProvisionCashSettlPaymentDateOffsetDayType
@ InstrumentScopeSeniority
@ LegPaymentStreamFixedAmount
@ PaymentStreamPricingDateType
@ LegPaymentStreamPaymentDate
@ NoUnderlyingDeliveryScheduleSettlTimes
@ NoComplexEventDateBusinessCenters
@ NoUnderlyingNonDeliverableFixingDates
@ OptionExerciseExpirationFrequencyUnit
@ ComplexEventCreditEventNotifyingParty
@ UnderlyingPaymentStreamFinalPricePaymentDateRelativeTo
@ ProvisionOptionExerciseFixedDate
@ DividendFXTriggerDateOffsetPeriod
@ PaymentScheduleFixingDateBusinessCenter
@ LegProvisionOptionExerciseStartDateUnadjusted
@ UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriod
@ UnderlyingPaymentScheduleFixingDayOfWeek
@ LegPaymentStubStartDateUnadjusted
@ LegReturnRateValuationDateOffsetDayType
@ LegOptionExerciseLastDateUnadjusted
@ InstrumentScopeSecuritySubType
@ DividendAccrualPaymeentDateBusinessDayConvention
@ LegPaymentStreamPricingBusinessCenter
@ UnderlyingPaymentStreamCompoundingCapRateSellSide
@ NumOfComplexInstruments
@ EntitlementAttribDatatype
@ UnderlyingSettlMethodElectionDateAdjusted
@ UnderlyingPaymentStreamAveragingMethod
@ NoUnderlyingOptionExerciseExpirationDateBusinessCenters
@ PaymentStreamCompoundingDateType
@ LegProvisionPartyIDSource
@ PaymentStreamCompoundingFloorRateSellSide
@ InstrumentPartyIDSource
@ FloatingRateIndexIDSource
@ EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDescLen
@ AllocCommissionAmountType
@ ReturnRateValuationDateOffsetDayType
@ LegSettlRatePostponementMaximumDays
@ LegPaymentScheduleInterimExchangeDatesOffsetPeriod
@ LegSettlMethodElectionDateBusinessDayConvention
@ UnderlyingTotalIssuedAmount
@ LegReturnRateAmountRelativeTo
@ LegPaymentScheduleFixingDateBusinessDayConvention
@ PaymentStreamCompoundingFloorRate
@ SettlRateFallbackRateSource
@ UnderlyingStreamCommoditySettlDateRollPeriod
@ UnderlyingDeliveryScheduleSettlEnd
@ UnderlyingCountryOfIssue
@ UnderlyingPaymentStreamFixingDateBusinessDayConvention
@ UnderlyingPaymentStubIndex2
@ UnderlyingPaymentScheduleFixingDateAdjusted
@ LegDividendAveragingMethod
@ NetworkStatusResponseType
@ UnderlyingDeliveryStreamDeliveryPointDesc
@ AllowableOneSidednessValue
@ NoPaymentStreamPricingBusinessCenters
@ LegInstrumentPartySubIDType
@ PaymentStreamCompoundingDatesOffsetDayType
@ LegStreamCommoditySecurityID
@ MasterConfirmationAnnexDesc
@ StreamCalculationCorrectionPeriod
@ UnderlyingStreamCommoditySettlBusinessCenter
@ LegDividendPeriodBusinessCenter
@ UnderlyingPaymentStreamFinalPricePaymentDateOffsetUnit
@ PaymentPresentValueCurrency
@ UnderlyingProvisionCashSettlPaymentDateRangeLast
@ CollateralRequestInstruction
@ LegComplexEventCreditEventPeriod
@ UnderlyingStreamTerminationDateOffsetPeriod
@ PaymentScheduleRateSpreadType
@ LegPaymentStreamPaymentDateOffsetDayType
@ AnnualTradingBusinessDays
@ DeliveryStreamDeliveryPoint
@ LegStrikeIndexCurvePoint
@ LegDeliveryScheduleNotionalUnitOfMeasure
@ UnderlyingRateSpreadStepValue
@ PaymentStreamCapRateSellSide
@ PaymentStreamPaymentFrequencyPeriod
@ LegReturnRateInformationSource
@ UnderlyingDeliveryScheduleNegativeTolerance
@ UnderlyingDeliveryStreamDeliveryContingentPartySide
@ LegStreamCalculationPeriodDateType
@ UnderlyingAssetAttributeLimit
@ UnderlyingPaymentStreamInitialFixingDateBusinessDayConvention
@ PaymentStreamCompoundingEndDateOffsetUnit
@ UnderlyingOptionExerciseFirstDateUnadjusted
@ UnderlyingReturnRateValuationDateBusinessDayConvention
@ LegProvisionOptionExerciseStartDateOffsetPeriod
@ LegReturnRateQuoteBusinessCenter
@ PaymentDateOffsetPeriod
@ UnderlyingPaymentScheduleSettlPeriodPrice
@ UnderlyingDeliveryStreamToleranceType
@ UnderlyingPaymentScheduleRateSpread
@ PaymentStreamLastRegularPaymentDateUnadjusted
@ UnderlyingProvisionOptionExpirationDateBusinessDayConvention
@ UnderlyingPaymentStubIndexRateSpread
@ UnderlyingDividendPaymentDate
@ UnderlyingPaymentStreamPricingDayDistribution
@ SideCollateralPercentOverage
@ UnderlyingProvisionOptionExerciseStyle
@ UnderlyingProvisionCashSettlPaymentDateOffsetDayType
@ UnderlyingCashSettlDateUnadjusted
@ PaymentStreamSettlCurrency
@ UnderlyingPaymentStreamCompoundingDate
@ UnderlyingStreamCalculationPeriodDateType
@ LegPaymentStreamNonDeliverableSettlRateSource
@ ComplexEventFixedFXRate
@ NoLegContractualDefinitions
@ LegStreamCommoditySettlBusinessCenter
@ LegPaymentScheduleFixingDayDistribution
@ UnderlyingStreamCommoditySettlTimeType
@ LegSpecialDividendsIndicator
@ LegProvisionOptionExercisePeriodSkip
@ UnderlyingPaymentStreamFinalPricePaymentDateAdjusted
@ UnderlyingEventTimeUnit
@ ProtectionTermEventRateSource
@ RelatedPartyDetailAltIDSource
@ UnderlyingAutomaticExerciseIndicator
@ RelatedPartyDetailIDSource
@ UnderlyingPaymentStreamType
@ UnderlyingNotionalAdjustments
@ LegCashSettlDateBusinessCenter
@ ProvisionDateBusinessDayConvention
@ UnderlyingAdditionalTermBondMaturityDate
@ UnderlyingPaymentScheduleReceiveSide
@ NoUnderlyingComplexEventCreditEventSources
@ TotNoPartyDetailReports
@ UnderlyingOptionExerciseStartDateOffsetDayType
@ UnderlyingPaymentStreamFloorRateSellSide
@ PaymentStreamRateSpread
@ PaymentStreamCompoundingMethod
@ StreamNotionalAdjustments
@ NoLegStreamCommodityAltIDs
@ UnderlyingStreamCommodityXIDRef
@ UnderlyingComplexEventDateOffsetPeriod
@ LegProtectionTermObligationValue
@ LegDividendFloatingRateSpread
@ UnderlyingStreamNotional
@ LegProvisionOptionExerciseEarliestTime
@ UnderlyingAdditionalTermBondCurrency
@ ComplexEventCreditEventDayType
@ LegConvertibleBondEquityIDSource
@ OptionExerciseLatestTime
@ CashSettlDateBusinessCenter
@ StreamCalculationRollConvention
@ NoUnderlyingDividendFXTriggerDateBusinessCenters
@ LegPaymentStreamCompoundingRollConvention
@ CashSettlValuationFirstBusinessDayOffset
@ UnderlyingProvisionCashSettlPaymentDateType
@ EncodedLegDocumentationTextLen
@ LegProvisionOptionExpirationDateAdjusted
@ LegProvisionDateBusinessDayConvention
@ LegPaymentStreamCompoundingCapRateBuySide
@ PaymentStreamPricingDayNumber
@ LegPaymentScheduleWeight
@ UnderlyingPricingDateAdjusted
@ UnderlyingOptionExerciseExpirationTimeBusinessCenter
@ NoComplexEventCreditEvents
@ EncodedDeliveryStreamCycleDescLen
@ LegPaymentStreamResetDateRelativeTo
@ UnderlyingPaymentStubEndDateAdjusted
@ MDStatisticRequestResult
@ ComplexEventDateAdjusted
@ LegOptionExerciseExpirationDate
@ DividendFinalRatePrecision
@ UnderlyingReturnRateValuationTime
@ DividendFloatingRateSpread
@ UnderlyingPaymentStubIndexCurveUnit
@ ComplexEventPriceBoundaryMethod
@ DeliveryStreamPositiveTolerance
@ UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriod
@ LegPaymentStreamFormula
@ UnderlyingProvisionOptionExerciseStartDateOffsetDayType
@ UnderlyingPaymentScheduleInterimExchangeDatesBusinessDayConvention
@ LegOptionExerciseExpirationTimeBusinessCenter
@ AlgorithmicTradeIndicator
@ NoLegStreamCommoditySettlTimes
@ UnderlyingCashSettlPriceSource
@ PaymentStubEndDateBusinessDayConvention
@ UnderlyingProtectionTermEventPeriod
@ UnderlyingProvisionDateBusinessCenter
@ MarketDisruptionFallbackProvision
@ UnderlyingPaymentStreamBoundsLastDateUnadjusted
@ PaymentStreamCompoundingDatesBusinessCenter
@ LegPaymentStreamFixedAmountUnitOfMeasure
@ UnderlyingInstrumentPartyIDSource
@ NoLegProtectionTermEvents
@ PaymentStreamFormulaImage
@ PaymentStreamBoundsLastDateUnadjusted
@ CommodityFinalPriceType
@ LegStrikePriceBoundaryMethod
@ UnderlyingInstrumentPartySubID
@ UnderlyingPaymentStubEndDateOffsetDayType
@ LegDividendFXTriggerDateBusinessCenter
@ PartyDetailRequestStatus
@ UnderlyingSettlMethodElectionDateBusinessCenter
@ LegPaymentStreamCompoundingDateType
@ PaymentSettlPartySubIDType
@ LegProvisionOptionExerciseMinimumNotional
@ ExerciseSplitTicketIndicator
@ LegPaymentScheduleStepUnitOfMeasure
@ UnderlyingProtectionTermCurrency
@ UnderlyingProvisionOptionRelevantUnderlyingDateOffsetDayType
@ DividendAccrualPaymentDateOffsetPeriod
@ NoUnderlyingSettlMethodElectionDateBusinessCenters
@ UnderlyingDividendPeriodValuationDateOffsetUnit
@ ComplexEventAveragingWeight
@ PaymentStreamLinkClosingLevelIndicator
@ LegCashSettlDateOffsetDayType
@ NonCashDividendTreatment
@ LegComplexEventDateRelativeTo
@ AdditionalTermBondIssuer
@ PaymentStubStartDateUnadjusted
@ LegStreamEffectiveDateOffsetDayType
@ PaymentStreamFixingDateBusinessCenter
@ LegDeliverySchedulePositiveTolerance
@ UnderlyingIndexAnnexSource
@ PaymentStubEndDateBusinessCenter
@ NoUnderlyingDividendPeriodBusinessCenters
@ UnderlyingPaymentStreamPaymentFrequencyUnit
@ LegPaymentStreamInflationLagUnit
@ LegStreamCommoditySettlPeriodNotional
@ LegOptionExerciseStartDateAdjusted
@ RiskLimitVelocityPeriod
@ UnderlyingReturnRateCommissionAmount
@ UnderlyingReturnRateAmountRelativeTo
@ LegSettlMethodElectionDateUnadjusted
@ UnderlyingProtectionTermObligationValue
@ LegReturnRateFXRateCalc
@ CashSettlNumOfValuationDates
@ NoUnderlyingProtectionTerms
@ MarginAmountMarketSegmentID
@ LegPaymentStreamDayCount
@ UnderlyingPaymentStubIndex2Source
@ UnderlyingPaymentStreamInflationIndexSource
@ StreamCommodityDeliveryPricingRegion
@ UnderlyingComplexOptPayoutCurrency
@ LegOptionExpirationDesc
@ LegStreamCommoditySecurityIDSource
@ SettlRateFallbackReferencePage
@ AllocCommissionAmountShared
@ PaymentStreamFirstObservationDateUnadjusted
@ LegPaymentStreamNearestExchangeContractRefID
@ EncodedDeliveryStreamCycleDesc
@ UnderlyingPriceQuoteCurrency
@ LegProvisionCashSettlValueDateRelativeTo
@ NoLegComplexEventPeriodDateTimes
@ UnderlyingPaymentStubIndex2CapRate
@ CashSettlDateBusinessDayConvention
@ LegStreamCommodityRateReferencePage
@ NoPaymentScheduleInterimExchangeDateBusinessCenters
@ NoUnderlyingBusinessCenters
@ InstrumentScopeProductComplex
@ LegStreamCalculationPeriodDate
@ LegPaymentStreamInflationPublicationSource
@ ProtectionTermEventDayType
@ DividendFXTriggerDateBusinessCenter
@ PaymentStreamCompoundingFinalRateRoundingDirection
@ UnderlyingCashSettlQuoteCurrency
@ UnderlyingPaymentStreamWorldScaleRate
@ PaymentScheduleFixingDateOffsetUnit
@ ComplexEventStrikeFactor
@ LegPaymentScheduleFixingDateOffsetPeriod
@ UnderlyingLegSecurityDesc
@ ReturnRateValuationTimeType
@ LegDeliveryScheduleSettlStart
@ LegPaymentStreamFinalRateRoundingDirection
@ UnderlyingPaymentStreamFixingDateBusinessCenter
@ CashDistribAgentAcctName
@ UnderlyingOptionExerciseFrequencyUnit
@ ProvisionOptionExpirationDateOffsetPeriod
@ NoLegProtectionTermObligations
@ PaymentStreamCashSettlIndicator
@ LegOptionExerciseExpirationFrequencyPeriod
@ NoUnderlyingProtectionTermEventQualifiers
@ ProvisionOptionExerciseFrequencyPeriod
@ NoStreamCalculationPeriodDates
@ EncodedLegOptionExpirationDesc
@ CashSettlMinimumQuoteAmount
@ UnderlyingReturnRateDeterminationMethod
@ LegDividendFloatingRateIndexCurveUnit
@ PartyDetailAltSubIDType
@ LegProvisionOptionExpirationDateUnadjusted
@ PricingDateBusinessCenter
@ UnderlyingFinancialInstrumentShortName
@ LegProvisionOptionExpirationTime
@ NoUnderlyingDeliveryStreamCycles
@ NoSideCollateralAmounts
@ UnderlyingOptionExerciseExpirationDateOffsetPeriod
@ LegPaymentStubEndDateOffsetPeriod
@ RepoCollateralSecurityType
@ StreamNotionalUnitOfMeasure
@ UnderlyingProvisionCashSettlValueTimeBusinessCenter
@ LegPaymentStreamFirstObservationDateOffsetPeriod
@ LegDeliveryStreamCommoditySource
@ LegDeliveryStreamToleranceType
@ UnderlyingDeliveryStreamNegativeTolerance
@ LegPaymentStreamInitialFixingDateOffsetDayType
@ LegDividendPeriodValuationDateOffsetDayType
@ PaymentStreamRateIndex2CurveUnit
@ LegPaymentScheduleFixedCurrency
@ UnderlyingAdditionalTermBondCouponFrequencyUnit
@ NoComplexEventSchedules
@ PaymentScheduleRateConversionFactor
@ ComplexEventCreditEventPeriod
@ DeliveryStreamWithdrawalPoint
@ UnderlyingCashSettlQuoteMethod
@ UnderlyingUnitOfMeasure
@ NoLegComplexEventSchedules
@ RefRiskLimitCheckIDType
@ InstrumentScopeSecurityExchange
@ LegSettlMethodElectionDateOffsetUnit
@ LegStreamTerminationDateOffsetUnit
@ UnderlyingDividendPayoutRatio
@ PaymentStubStartDateOffsetPeriod
@ DeliveryScheduleNotionalUnitOfMeasure
@ LegProvisionPartySubIDType
@ TrdRegPublicationReason
@ LegPaymentStreamFixingDateOffsetUnit
@ ComplexEventPricePercentage
@ ProvisionOptionRelevantUnderlyingDateOffsetPeriod
@ UnderlyingPaymentStubIndex2RateMultiplier
@ LegDeliveryScheduleSettlTotalHours
@ LowExercisePriceOptionIndicator
@ SettlPriceUnitOfMeasureCurrency
@ MarginReqmtInqQualifier
@ ProvisionOptionExerciseLatestTimeBusinessCenter
@ NoUnderlyingProtectionTermEvents
@ UnderlyingReturnRateQuoteExchange
@ EncodedUnderlyingIssuerLen
@ LegCreditSupportAgreementDesc
@ PaymentScheduleFixingDayDistribution
@ NoLegPaymentStubStartDateBusinessCenters
@ NoOptionExerciseBusinessCenters
@ LegPaymentStreamRateConversionFactor
@ LegDividendAccrualPaymentDateOffsetPeriod
@ PaymentStubIndexFloorRateBuySide
@ LegDeliveryScheduleToleranceUnitOfMeasure
@ InstrumentScopeSecurityType
@ OptionExerciseFrequencyUnit
@ LegStreamTerminationDateAdjusted
@ LegDividendCashEquivalentPercentage
@ UnderlyingComplexEventDateBusinessCenter
@ LegPaymentStreamCompoundingRateIndex
@ DeliveryScheduleSettlTimeType
@ TotNumCollateralRequests
@ LegPaymentStreamRateIndexCurvePeriod
@ UnderlyingStreamEffectiveDateAdjusted
@ UnderlyingComplexOptPayoutUnderlier
@ UnderlyingPaymentScheduleFixingDayCount
@ PaymentScheduleStepUnitOfMeasure
@ UnderlyingPaymentStreamCapRateSellSide
@ UnderlyingReturnRateQuotePricingModel
@ LegMasterConfirmationAnnexDesc
@ UnderlyingStreamFirstRegularPeriodStartDateUnadjusted
@ EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc
@ PaymentStreamInflationLagDayType
@ PosQtyUnitOfMeasureCurrency
@ NoUnderlyingProvisionOptionExerciseBusinessCenters
@ SideClearingTradePriceType
@ LegInstrumentPartySubID
@ UnderlyingStreamCommoditySettlStart
@ FinancialInstrumentFullName
@ PaymentStreamInflationLagPeriod
@ ReturnRateValuationEndDateUnadjusted
@ LegInstrumentPartyIDSource
@ LegPaymentScheduleFixedAmount
@ AllowableOneSidednessPct
@ NoMarginReqmtInqQualifier
@ LegPaymentStubIndexRateSpread
@ LegDeliveryStreamTitleTransferLocation
@ UnderlyingPaymentStreamCompoundingStartDateOffsetPeriod
@ OptionExerciseFrequencyPeriod
@ DeliveryStreamTitleTransferCondition
@ ProvisionCashSettlValueDateBusinessDayConvention
@ NoUnderlyingAdditionalTermBondRefs
@ UnderlyingPaymentStreamFixingDateOffsetUnit
@ StreamCommoditySettlDateAdjusted
@ UnderlyingStreamCalculationFrequencyPeriod
@ ProtectionTermSellerNotifies
@ ComplexEventDateBusinessDayConvention
@ LegPaymentStreamRateIndexUnitOfMeasure
@ LegComplexEventCreditEventMinimumSources
@ UnderlyingReturnRateValuationDateRelativeTo
@ UnderlyingDeliveryStreamCommoditySource
@ UnderlyingPaymentStreamSettlLevel
@ NoPaymentStreamPaymentDates
@ UnderlyingPaymentStubType
@ LegStreamFirstPeriodStartDateBusinessCenter
@ LegPaymentStreamResetFrequencyPeriod
@ UnderlyingOptionExerciseLatestTime
@ UnderlyingStreamNotionalFrequencyPeriod
@ PaymentStreamFlatRateCurrency
@ LegNonDeliverableFixingDate
@ UnderlyingSecurityGroup
@ UnderlyingStreamFirstPeriodStartDateUnadjusted
@ UnderlyingStreamCurrency
@ SettlMethodElectionDateOffsetDayType
@ UnderlyingPaymentStreamCompoundingDatesOffsetUnit
@ LegPaymentStreamCompoundingEndDateOffsetDayType
@ UnderlyingAllDividendsIndicator
@ LegComplexEventCurrencyTwo
@ LegPaymentScheduleEndDateUnadjusted
@ UnderlyingComplexEventPriceTimeType
@ PaymentStreamPaymentDateBusinessDayConvention
@ LegSettlRateIndexLocation
@ LegDeliveryStreamImporterOfRecord
@ UnderlyingPaymentStreamLinkStrikePriceType
@ LegPaymentStubStartDateBusinessCenter
@ StreamCommoditySettlDayType
@ LegPaymentScheduleRateSource
@ DividendFXTriggerDateAdjusted
@ EncodedUnderlyingAdditionalTermBondIssuer
@ NoPaymentStreamPricingDates
@ LegDividendFXTriggerDateUnadjusted
@ UnderlyingPaymentStreamPricingDayCount
@ LegStreamCommoditySettlDateRollUnit
@ NoUnderlyingProvisionPartySubIDs
@ LegReturnRateFinalPriceFallback
@ AllocRiskLimitCheckStatus
@ StreamTerminationDateBusinessCenter
@ LegStreamCommoditySettlDateUnadjusted
@ NoRelatedMarketSegments
@ UnderlyingExtraordinaryDividendAmountType
@ ProvisionCashSettlPaymentDateBusinessDayConvention
@ EncodedLegSecurityDescLen
@ LegReturnRateValuationEndDateOffsetUnit
@ UnderlyingNotionalCurrency
@ StreamFirstPeriodStartDateBusinessCenter
@ SideRegulatoryTradeIDSource
@ AdditionalTermBondCurrency
@ UnderlyingDeliveryStreamRiskApportionmentSource
@ AccumulatedReturnModifiedVariationMargin
@ ProvisionCashSettlPaymentDateBusinessCenter
@ UnderlyingValuationSource
@ UnderlyingPaymentStreamFinalRatePrecision
@ LegPaymentStreamFinalRatePrecision
@ LegPaymentStreamCompoundingSpread
@ UnderlyingOptionExerciseStartDateAdjusted
@ UnderlyingPaymentStreamNonDeliverableSettlRateSource
@ ProvisionOptionRelevantUnderlyingDateOffsetUnit
@ UnderlyingComplexEventStrikePrice
@ RelatedMaturityMonthYear
@ UnderlyingPaymentScheduleRateCurrency
@ PaymentStubIndex2CurveUnit
@ LegStreamCommodityRateSource
@ PaymentScheduleInterimExchangePaymentDateRelativeTo
@ UnderlyingSettlRatePostponementSurvey
@ UnderlyingPaymentStreamNonDeliverableRefCurrency
@ ProtectionTermEventType
@ UnderlyingComplexEventEndTime
@ UnderlyingPaymentStreamCompoundingNegativeRateTreatment
@ UnderlyingPaymentStreamCompoundingEndDateAdjusted
@ DerivativeInstrumentPartyID
@ LegProtectionTermEventType
@ UnderlyingPaymentStreamLastResetRate
@ LegPaymentStreamPricingDate
@ PaymentStreamInterimPrincipalExchangeIndicator
@ NoUnderlyingPhysicalSettlTerms
@ NoUnderlyingProvisionDateBusinessCenters
@ LegAdditionalTermBondCouponType
@ UnderlyingDividendAccrualPaymentDateOffsetPeriod
@ NoLegPhysicalSettlTerms
@ UnderlyingComplexEventCurrencyTwo
@ UnderlyingPaymentStreamPaymentFrequencyPeriod
@ UnderlyingStreamDataProvider
@ LegPaymentStreamResetWeeklyRollConvention
@ UnderlyingCashSettlDateBusinessDayConvention
@ UnderlyingOptionExerciseStartDateUnadjusted
@ LegSecondaryAssetSubType
@ OptionExerciseExpirationFrequencyPeriod
@ PaymentStreamCompoundingCapRateSellSide
@ NoLegStreamFirstPeriodStartDateBusinessCenters
@ CollateralAmountMarketSegmentID
@ ProvisionDateBusinessCenter
@ UnderlyingDividendAccrualPaymentDateOffsetUnit
@ PaymentStreamDiscountRate
@ UnderlyingDeliveryStreamTotalNegativeTolerance
@ UnderlyingProvisionCashSettlValueDateOffsetUnit
@ UnderlyingPaymentStreamInitialRate
@ UnderlyingProvisionType
@ NoLegProvisionCashSettlPaymentDates
@ UnderlyingAttachmentPoint
@ UnderlyingPaymentStreamLinkNumberOfDataSeries
@ LegPaymentStubStartDateRelativeTo
@ StreamCommoditySettlPeriodFrequencyUnit
@ PaymentScheduleReceiveSide
@ UnderlyingProvisionCashSettlValueDateBusinessDayConvention
@ UnderlyingAdditionalTermBondDayCount
@ StreamEffectiveDateOffsetDayType
@ LegPaymentScheduleRateUnitOfMeasure
@ UnderlyingPriceUnitOfMeasureQty
@ UnderlyingDividendCashPercentage
@ LegPaymentStreamInitialPrincipalExchangeIndicator
@ ReturnRateFXCurrencySymbol
@ LegComplexEventScheduleEndDate
@ MakeWholeBenchmarkCurvePoint
@ LegPaymentStubEndDateOffsetDayType
@ UnderlyingPaymentStreamMaximumPaymentCurrency
@ LegDeliveryStreamDeliverAtSourceIndicator
@ UnderlyingBasketDivisor
@ DeliverySchedulePositiveTolerance
@ UnderlyingDividendAccrualPaymentDateBusinessDayConvention
@ TriggerTradingSessionID
@ UnderlyingPaymentStreamDiscountRate
@ LegProtectionTermEventDayType
@ PaymentStreamFixingDateRelativeTo
@ ComplexEventBusinessCenter
@ LegExtraordinaryDividendDeterminationMethod
@ LegPaymentStreamFirstObservationDateOffsetDayType
@ LegPaymentStreamFirstObservationDateRelativeTo
@ LegMarketDisruptionFallbackUnderlierSecurityDesc
@ UnderlyingStreamCommoditySettlTimeZone
@ PhysicalSettlDeliverableObligationType
@ UnderlyingReturnRateQuoteTimeType
@ UnderlyingExerciseConfirmationMethod
@ LegPaymentStreamCapRate
@ UnderlyingStreamCommoditySettlPeriodFrequencyPeriod
@ NoLegProvisionCashSettlValueDateBusinessCenters
@ LegProvisionOptionRelevantUnderlyingDateBusinessDayConvention
@ InstrumentScopeSecurityID
@ DividendAccrualFixedRate
@ ProvisionOptionExpirationTime
@ MarketDisruptionFallbackUnderlierType
@ LegComplexEventCreditEventRateSource
@ UnderlyingPaymentStubIndex2RateSpreadPositionType
@ ManualNoticeBusinessCenter
@ UnderlyingStreamLastRegularPeriodEndDateUnadjusted
@ LegOptionExerciseEarliestTime
@ OptionExerciseEarliestDateOffsetUnit
@ LegPaymentStreamCompoundingRateSpread
@ UnderlyingLegSecurityID
@ LegPaymentScheduleFixingDateRelativeTo
@ UnderlyingStreamCommoditySettlDay
@ UnderlyingProvisionOptionExercisePeriodSkip
@ TargetStrategyParameters
@ PaymentAmountDeterminationMethod
@ UnderlyingAssetAttributeType
@ UnderlyingMakeWholeDate
@ UnderlyingExchangeLookAlike
@ LegMakeWholeBenchmarkCurvePoint
@ LegPaymentStreamCompoundingInitialRate
@ LegPaymentStreamVarianceUnadjustedCap
@ LegPaymentStreamCompoundingStartDateUnadjusted
@ AllocGroupRemainingQuantity
@ LegReturnRateNotionalReset
@ UnderlyingComplexEventScheduleEndDate
@ UnderlyingComplexEventAveragingObservationNumber
@ LegPricingTimeBusinessCenter
@ UnderlyingCouponFrequencyUnit
@ LegComplexEventCreditEventValue
@ UnderlyingMakeWholeRecallSpread
@ StreamTerminationDateAdjusted
@ UnderlyingCashSettlPriceDefault
@ LegInstrmtAssignmentMethod
@ PaymentScheduleEndDateUnadjusted
@ PaymentStreamInflationLagUnit
@ PaymentSettlPartyIDSource
@ LegExerciseSplitTicketIndicator
@ LegComplexEventRateSource
@ LegProvisionOptionExpirationDateOffsetUnit
@ DerivativeInstrAttribType
@ LegStreamCalculationCorrectionPeriod
@ DeliveryStreamNegativeTolerance
@ PaymentStreamInitialFixingDateBusinessDayConvention
@ ProvisionCashSettlPaymentDateRangeLast
@ PaymentStreamFinalRateRoundingDirection
@ DividendFloatingRateIndexCurveUnit
@ UnderlyingPricingDateUnadjusted
@ ProvisionCashSettlCurrency2
@ UnderlyingPaymentScheduleInterimExchangeDatesOffsetDayType
@ NoLegDividendPeriodBusinessCenters
@ NoPaymentStreamFixingDateBusinessCenters
@ UnderlyingManualNoticeBusinessCenter
@ PaymentStreamContractPriceCurrency
@ UnderlyingDividendPeriodUnderlierRefID
@ UnderlyingComplexEventForwardPoints
@ AdditionalTermBondSeniority
@ LegPaymentStreamNonDeliverableFixingDatesOffsetPeriod
@ UnderlyingComplexEventFixingTime
@ ContraryInstructionIndicator
@ UnderlyingComplexEventDateUnadjusted
@ LegStreamCommoditySettlCountry
@ StreamNotionalFrequencyPeriod
@ LegDividendPeriodPaymentDateOffsetDayType
@ LegProtectionTermEventRateSource
@ ApplLevelRecoveryIndicator
@ PayCollectMarketSegmentID
@ ProvisionCashSettlQuoteSource
@ UnderlyingPaymentScheduleFixingDayNumber
@ UnderlyingDeliveryScheduleSettlDay
@ LegDividendFXTriggerDateRelativeTo
@ NoLegPaymentStreamPaymentDates
@ TradeReportingIndicator
@ LegPaymentStreamPaymentRollConvention
@ UnderlyingSettleOnOpenFlag
@ UnderlyingProvisionOptionExerciseMultipleNotional
@ UnderlyingPaymentStubEndDateRelativeTo
@ UnderlyingPaymentStreamPricingBusinessCenter
@ PaymentStreamRateIndexSource
@ LegComplexEventReferencePage
@ UnderlyingOptionExerciseExpirationDateBusinessCenter
@ LegProvisionOptionSinglePartySellerSide
@ UnderlyingComplexEventPVFinalPriceElectionFallback
@ LegContractualDefinition
@ NoUnderlyingStreamCommoditySettlTimes
@ LegPaymentStreamCompoundingPeriodSkip
@ PaymentStreamInflationIndexSource
@ PaymentStreamFixingDateOffsetDayType
@ UnderlyingPaymentStreamLinkMinimumBoundary
@ LegPaymentStreamFirstObservationDateAdjusted
@ LegPaymentScheduleRateTreatment
@ LegStreamNotionalFrequencyPeriod
@ LegPaymentScheduleInterimExchangeDatesOffsetDayType
@ LegPaymentStubIndexRateTreatment
@ SettledEntityMatrixSource
@ AllocInterestAtMaturity
@ UnderlyingContractSettlMonth
@ LegStreamCommoditySettlHolidaysProcessingInstruction
@ EntitlementRequestStatus
@ ComplexOptPayoutPaySide
@ TradeReportRejectReason
@ LegStreamCalculationPeriodDatesXIDRef
@ AdditionalTermBondSecurityIDSource
@ ComplexOptPayoutUnderlier
@ LegComplexEventPeriodTime
Namespace for all types and functions of High Frequency FIX Parser.
@ DividendNegativeRateTreatment
@ UnderlyingComplexEventAveragingWeight
@ PaymentStreamRateIndexCurvePeriod
@ ValuationReferenceModel
@ LegProvisionCashSettlCurrency
@ LegProvisionOptionExerciseMultipleNotional
@ UnderlyingPaymentStreamCompoundingEndDateOffsetDayType
@ PaymentStreamResetWeeklyRollConvention
@ ComplexEventReferencePageHeading
@ UnderlyingSettlMethodElectionDateOffsetUnit
@ PaymentStreamMaximumTransactionAmount
@ LegPaymentStreamCompoundingXIDRef
@ DividendCashEquivalentPercentage
@ LegAdditionalDividendsIndicator
@ ReturnRateAmountRelativeTo
@ PaymentScheduleNotional
@ LegPaymentStreamFormulaCurrency
@ PaymentStreamCompoundingFinalRatePrecision
@ UnderlyingDividendPeriodValuationDateAdjusted
@ UnderlyingDividendInitialRate
@ LegDeliveryScheduleNotionalCommodityFrequency
@ LegDividendAccrualPaymentDateBusinessCenter
@ RiskLimitCheckRequestRefID
@ LegReturnRateValuationDateType
@ ComplexEventCreditEventStandardSources
@ ReturnRateValuationFrequencyUnit
@ NoLegStreamTerminationDateBusinessCenters
@ UnderlyingDividendFloatingRateIndexCurvePeriod
@ UnderlyingPaymentStreamPricingDayNumber
@ LegDeliveryStreamPipeline
@ LegPaymentStubIndex2RateTreatment
@ UnderlyingOptionExpirationDesc
@ PaymentScheduleFixingDayNumber
@ LegPaymentStreamSettlCurrency
@ UnderlyingFinancialInstrumentFullName
@ StreamCommoditySettlEnd
@ LegCashSettlDateBusinessDayConvention
@ LegDeliveryScheduleType
@ DividendPeriodValuationDateRelativeTo
@ LegComplexEventCreditEventCurrency
@ CollateralPercentOverage
@ UnderlyingAutomaticExerciseThresholdRate
@ UnderlyingPaymentStreamMarketRate
@ LegTotalTradeMultipliedQty
@ UnderlyingLegMaturityMonthYear
@ StreamCommoditySettlDay
@ ExtraordinaryDividendDeterminationMethod
@ SideRegulatoryTradeIDType
@ UnderlyingPaymentStreamVarianceUnadjustedCap
@ UnderlyingDeliveryStreamToleranceUnitOfMeasure
@ ProvisionOptionExerciseStartDateUnadjusted
@ LegDividendFinalRateRoundingDirection
@ UnderlyingDividendPeriodEndDateUnadjusted
@ PreviousClearingBusinessDate
@ UnderlyingPriceDeterminationMethod
@ UnderlyingMarketDisruptionFallbackOpenUnits
@ UnderlyingPaymentScheduleFixingDateOffsetDayType
@ UnderlyingProvisionOptionExerciseStartDateAdjusted
@ UnderlyingPaymentStreamPaymentDateRelativeTo
@ MarketDisruptionMaterialityPercentage
@ PaymentStreamInterpolationMethod
@ UnderlyingComplexEventFixingTimeBusinessCenter
@ LegPaymentStreamLastRegularPaymentDateUnadjusted
@ OptionExerciseTimeBusinessCenter
@ ProvisionOptionExerciseMultipleNotional
@ SettlMethodElectionDateUnadjusted
@ LegProtectionTermStandardSources
@ PaymentStubEndDateOffsetUnit
@ LegMarketDisruptionFallbackBasketCurrency
@ LegPaymentStreamFormulaCurrencyDeterminationMethod
@ PaymentStreamMasterAgreementPaymentDatesIndicator
@ UnderlyingAdditionalTermBondIssuer
@ DeliveryStreamToleranceType
@ UnderlyingPaymentStreamFirstObservationDateRelativeTo
@ SettlRatePostponementCalculationAgent
@ UnderlyingProvisionCashSettlPaymentDateRangeFirst
@ UnderlyingPaymentScheduleXID
@ LegProvisionOptionExerciseConfirmation
@ LegPaymentStreamCompoundingFloorRateBuySide
@ UnderlyingProtectionTermObligationType
@ PaymentStreamPaymentFrequencyUnit
@ LegPhysicalSettlCurency
@ UnderlyingPaymentStreamReferenceLevelUnitOfMeasure
@ DeliveryStreamTotalPositiveTolerance
@ StreamEffectiveDateOffsetPeriod
@ MarketDisruptionMinimumFuturesContracts
@ LegPaymentScheduleFixingDayCount
@ ReturnRateValuationStartDateAdjusted
@ UnderlyingReturnRateReferencePage
@ LegStreamCommodityCurrency
@ UnderlyingPaymentStreamInterpolationPeriod
@ AdditionalTermBondMaturityDate
@ UnderlyingPaymentStreamDaysAdjustmentIndicator
@ ComplexEventDateOffsetDayType
@ LegPaymentStreamAccrualDays
@ TotalAccruedInterestAmt
@ UnderlyingReturnRateValuationEndDateRelativeTo
@ ReturnRateQuoteTimeType
@ DividendAccrualPaymentDateOffsetUnit
@ NoLegPaymentStreamResetDateBusinessCenters
@ UnderlyingMarketDisruptionMinimumFuturesContracts
@ LegProvisionCashSettlPaymentDateType
@ UnderlyingMakeWholeBenchmarkCurveName
@ StreamCommoditySettlDateBusinessDayConvention
@ LegStreamCommodityXIDRef
@ OptionExerciseExpirationTime
@ LegPaymentStubIndex2RateSpread
@ NoFinancingTermSupplements
@ DividendEntitlementEvent
@ LegProvisionOptionExerciseEarliestDateOffsetUnit
@ UnderlyingComplexEventStrikeNumberOfOptions
@ StreamNotionalCommodityFrequency
@ NoLegPaymentStreamCompoundingDatesBusinessCenters
@ PaymentScheduleFixingDayCount
@ NoUnderlyingProvisionCashSettlValueDateBusinessCenters
@ OptionExerciseStartDateUnadjusted
@ UnderlyingComplexEventSpotRate
@ NoAllocRegulatoryTradeIDs
@ NoInstrumentScopeSecurityAltID
@ UnderlyingProtectionTermEventDayType
@ StreamCommoditySettlPeriodPriceUnitOfMeasure
@ UnderlyingDeliveryStreamImporterOfRecord
@ LegDividendPeriodValuationDateAdjusted
@ UnderlyingSecuritySubType
@ AdditionalTermBondSecurityID
@ PaymentStubIndexCapRate
@ LegPaymentStreamRateOrAmountCurrency
@ DeliveryScheduleNotional
@ StreamCommodityDataSourceID
@ UnderlyingOptionExerciseEarliestDateOffsetDayType
@ NoLegStreamCommoditySettlBusinessCenters
@ StreamCommoditySettlBusinessCenter
@ PaymentScheduleSettlPeriodPriceUnitOfMeasure
@ PaymentScheduleRateSource
@ NoNotAffectedMarketSegments
@ EncodedUnderlyingProvisionTextLen
@ LegStreamCommodityAltID
@ LegPaymentStreamInitialFixingDateOffsetPeriod
@ ReturnRateTotalCommissionPerTrade
@ LegPaymentStreamContractPriceCurrency
@ UnderlyingDividendFinalRateRoundingDirection
@ UnderlyingStreamCommoditySettlCountry
@ LegPaymentStreamLinkMinimumBoundary
@ LegDividendPeriodStartDateUnadjusted
@ LegProvisionDateBusinessCenter
@ UnderlyingAdditionalTermBondCouponRate
@ LegPaymentSchedulePaySide
@ RiskLimitCheckRequestResult
@ LegPaymentStubIndex2CapRate
@ UnderlyingPaymentScheduleCurrency
@ UnderlyingAdditionalTermBondCouponType
@ UnderlyingReturnRateQuoteExpirationTime
@ UnderlyingPaymentStreamContractPrice
@ EncodedLegAdditionalTermBondDescLen
@ LegProvisionOptionExerciseStyle
@ StreamTerminationDateOffsetDayType
@ AllocRegulatoryTradeIDEvent
@ LegComplexEventFixingTimeBusinessCenter
@ PaymentStreamFormulaReferenceAmount
@ LegPaymentStreamLastResetRate
@ LegPaymentStreamInterpolationPeriod
@ UnderlyingPaymentStreamFormulaReferenceAmount
@ EncodedSecurityListDesc
@ UnderlyingDeliveryStreamDeliveryPointSource
@ LegReturnRateValuationStartDateUnadjusted
@ UnderlyingComplexEventPeriodDate
@ ProvisionOptionExerciseStyle
@ UnderlyingPaymentStreamNonDeliverableFixingDatesRelativeTo
@ OptionExerciseEarliestDateOffsetDayType
@ LegPaymentScheduleFixingFirstObservationDateOffsetPeriod
@ OffMarketPriceIndicator
@ AllocCommissionAmountSubType
@ UnderlyingProvisionOptionExpirationDateBusinessCenter
@ UnderlyingStreamNotionalUnitOfMeasure
@ LegCashSettlNumOfValuationDates
@ AllocationRollupInstruction
@ UnderlyingStreamAssetAttributeLimit
@ LegMasterConfirmationAnnexDate
@ LegProvisionDateAdjusted
@ TotNoMarketSegmentReports
@ LegPaymentStreamReferenceLevelUnitOfMeasure
@ PaymentStreamFirstPaymentDateUnadjusted
@ UnderlyingDeliveryScheduleSettlFlowType
@ UnderlyingFlowScheduleType
@ LegComplexOptPayoutUnderlier
@ ReturnRateReferencePage
@ NoNonDeliverableFixingDates
@ NoUnderlyingOptionExerciseExpirationDates
@ StreamCommoditySettlStart
@ UnderlyingStreamCalculationPeriodBusinessCenter
@ BenchmarkSecurityIDSource
@ LegStreamCalculationRollConvention
@ SideCollateralFXRateCalc
@ UnderlyingPaymentStreamCompoundingStartDateOffsetDayType
@ RelatedToSecurityIDSource
@ UnderlyingProvisionOptionExerciseMaximumNotional
@ UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnit
@ StreamEffectiveDateBusinessCenter
@ ComplexEventReferencePage
@ NoDerivativeSecurityAltID
@ UnderlyingLegSecuritySubType
@ UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit
@ UnderlyingAssignmentMethod
@ UnderlyingExtraordinaryEventAdjustmentMethod
@ UnderlyingStreamCommoditySettlDateRollUnit
@ LegStreamMaximumTransactionAmount
@ ProvisionOptionExpirationDateRelativeTo
@ DerivativeInstrumentPartyIDSource
@ PaymentScheduleFixedAmount
@ EncodedComplianceTextLen
@ ComplexEventCreditEventValue
@ DeliveryStreamRouteOrCharter
@ SpecialDividendsIndicator
@ LegLimitRightToConfirmIndicator
@ LegPaymentStubIndex2FloorRate
@ AdditionalTermConditionPrecedentBondIndicator
@ UnderlyingStreamCommodityDesc
@ LegMarketDisruptionFallbackBasketDivisor
@ LegStreamTerminationDateOffsetDayType
@ UnderlyingDividendPeriodPaymentDateOffsetUnit
@ UnderlyingPaymentScheduleFixedAmount
@ UnderlyingCashSettlTermXID
@ EncodedAdditionalTermBondIssuerLen
@ PaymentStreamFormulaDesc
@ AdditionalTermDiscrepancyClauseIndicator
@ LegMarketDisruptionFallbackUnderlierSecurityIDSource
@ LegInstrumentPartyRoleQualifier
@ UnderlyingPaymentStreamFinalPrincipalExchangeIndicator
@ UnderlyingPaymentStreamFixingDateOffsetDayType
@ UnderlyingDeliveryStreamPipeline
@ LegPaymentStreamLinkNumberOfDataSeries
@ UnderlyingPaymentStreamFinalRateRoundingDirection
@ PaymentScheduleCurrency
@ NoSettlMethodElectionDateBusinessCenters
@ PaymentStreamResetFrequencyUnit
@ UnderlyingCashSettlDateOffsetUnit
@ SecondaryTradeReportRefID
@ LegPaymentScheduleRateSpread
@ LegMaterialDividendsIndicator
@ UnderlyingPaymentStreamInitialFixingDateAdjusted
@ UnderlyingStreamCommodityType
@ PaymentStreamPaymentDateBusinessCenter
@ LegPaymentStubIndexFloorRateSellSide
@ UnderlyingPaymentStubStartDateBusinessCenter
@ UnderlyingPaymentStreamBoundsFirstDateUnadjusted
@ UnderlyingMinPriceIncrement
@ UnderlyingProtectionTermEventRateSource
@ StreamCommoditySettlPeriodNotionalUnitOfMeasure
@ LegComplexEventPriceBoundaryPrecision
@ LegComplexEventScheduleStartDate
@ UnderlyingComplexEventDeterminationMethod
@ UnderlyingPaymentStubIndex
@ LegPaymentStreamNonDeliverableFixingDatesOffsetUnit
@ LegPaymentStreamResetDateBusinessDayConvention
@ LegPaymentScheduleReceiveSide
@ LegSettlRateFallbackRateSource
@ LegProvisionOptionExerciseStartDateRelativeTo
@ PaymentStreamFixingDateType
@ LegCouponFrequencyPeriod
@ UnderlyingReturnRateValuationStartDateOffsetDayType
@ PhysicalSettlBusinessDays
@ InstrmtAssignmentMethod
@ LegOptionExerciseStartDateRelativeTo
@ NoReturnRateFXConversions
@ DividendPeriodValuationDateAdjusted
@ UnderlyingDividendPeriodValuationDateUnadjusted
@ UnderlyingDeliveryStreamDeliveryContingency
@ UnderlyingDividendCapRateBuySide
@ UnderlyingStreamCommodityDataSourceID
@ ComplexEventScheduleFrequencyUnit
@ LegDividendAccrualPaymentDateOffsetUnit
@ UnderlyingInstrumentPartyID
@ PaymentStreamMaximumPaymentAmount
@ PaymentScheduleRateMultiplier
@ UnderlyingPaymentScheduleType
@ LegCreditSupportAgreementDate
@ UnderlyingPaymentStreamLinkMaximumBoundary
@ DeliveryScheduleSettlHolidaysProcessingInstruction
@ PaymentStreamCompoundingFrequencyUnit
@ OptionExerciseExpirationDate
@ PaymentStreamCompoundingEndDateRelativeTo
@ StreamCommodityRateSource
@ PaymentScheduleRateSpreadPositionType
@ UnderlyingReturnRateQuoteCurrency
@ UnderlyingPaymentStreamCompoundingFloorRateBuySide
@ UnderlyingReturnRateValuationStartDateOffsetUnit
@ UnderlyingStreamFirstPeriodStartDateBusinessDayConvention
@ EncodedFinancialInstrumentFullName
@ UnderlyingProvisionBreakFeeRate
@ DividendPeriodValuationDateOffsetDayType
@ UnderlyingPaymentScheduleFixingDateRelativeTo
@ NoUnderlyingPaymentStreamFixingDateBusinessCenters
@ LegPaymentStreamInitialFixingDateAdjusted
@ ContractualMatrixSource
@ UnderlyingSecurityIDSource
@ PaymentStreamDiscountRateDayCount
@ LegStreamTotalNotionalUnitOfMeasure
@ EncodedUnderlyingExerciseDesc
@ PaymentScheduleStepFrequencyPeriod
@ AllocCommissionCurrency
@ CashSettlAccruedInterestIndicator
@ OptionExerciseExpirationRollConvention
@ LegProvisionOptionExerciseStartDateOffsetUnit
@ UnderlyingSettledEntityMatrixPublicationDate
@ LegPhysicalSettlBusinessDays
@ PaymentScheduleStepRate
@ UnderlyingPaymentStreamInflationPublicationSource
@ PaymentScheduleFixingFirstObservationDateOffsetPeriod
@ NoMarketDisruptionFallbackReferencePrices
@ DeliveryStreamElectingPartySide
@ UnderlyingStreamCommodityNearbySettlDayUnit
@ UnderlyingDeliveryStreamEntryPoint
@ PaymentStreamCompoundingRateIndexCurveUnit
@ UnderlyingIndexAnnexDate
@ ProvisionCashSettlValueDateOffsetUnit
@ EncodedUnderlyingOptionExpirationDesc
@ SideShortSaleExemptionReason
@ MarketSegmentRelationship
@ UnderlyingPaymentStreamInitialFixingDateOffsetPeriod
@ UnderlyingReturnRateFXRate
@ UnderlyingReturnRateValuationStartDateAdjusted
@ LegProtectionTermCurrency
@ LegProvisionOptionExerciseFixedDate
@ LegPaymentScheduleNotional
@ EntitlementAttribCurrency
@ RequestingPartySubIDType
@ PaymentStubStartDateAdjusted
@ LegReturnRateReferencePageHeading
@ LegPaymentScheduleFixingTime
@ UnderlyingPaymentScheduleStepUnitOfMeasure
@ PaymentStreamInflationInterpolationMethod
@ LegProtectionTermEventQualifier
@ LegComplexEventAveragingObservationNumber
@ NoRelatedPartyDetailAltID
@ LegStreamEffectiveDateOffsetPeriod
@ UnderlyingPricingTimeBusinessCenter
@ PaymentStreamCompoundingEndDateAdjusted
@ EncodedListStatusTextLen
@ UnderlyingOptionExerciseBusinessCenter
@ UnderlyingStreamCommoditySettlPeriodPrice
@ EncodedUnderlyingEventText
@ LegReturnRateValuationDateOffsetUnit
@ PaymentScheduleStubType
@ LegNotionalPercentageOutstanding
@ UnderlyingStreamNotionalXIDRef
@ UnderlyingProvisionOptionSinglePartyBuyerSide
@ LegReturnRateValuationStartDateAdjusted
@ UnderlyingProvisionCashSettlPaymentDateOffsetUnit
@ ProvisionOptionExerciseBoundsFirstDateUnadjusted
@ UnderlyingNTPositionLimit
@ LegFallbackExerciseIndicator
@ UnderlyingPaymentScheduleFixingLagPeriod
@ UnderlyingDeliveryScheduleSettlStart
@ LegPaymentStreamCashSettlIndicator
@ LegAdditionalTermBondCouponFrequencyPeriod
@ LegInstrumentRoundingDirection
@ UnderlyingReturnRateFXRateCalc
@ UnderlyingPaymentStreamCompoundingFinalRateRoundingDirection
@ UnderlyingDividendPeriodValuationDateOffsetPeriod
@ UnderlyingProvisionOptionExerciseConfirmation
@ NoLegDeliveryScheduleSettlTimes
@ PaymentStubIndexCapRateBuySide
@ UnderlyingComplexEventPriceBoundaryMethod
@ StreamCalculationPeriodDatesXIDRef
@ UnderlyingPaymentStreamFixingDateOffsetPeriod
@ PaymentStreamCompoundingCapRateBuySide
@ DividendAccrualPaymentDateOffsetDayType
@ LegPaymentStreamDiscountRateDayCount
@ PaymentStreamCompoundingDate
@ LegProvisionOptionMinimumNumber
@ LegPaymentStreamCompoundingRateMultiplier
@ UnderlyingStreamCommoditySettlPeriodPriceUnitOfMeasure
@ UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSource
@ LegPaymentStreamInflationLagPeriod
@ EncodedUnderlyingOptionExpirationDescLen
@ LegProvisionDateUnadjusted
@ NoUnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenters
@ EncodedAllocCommissionDesc
@ DividendPeriodPaymentDateOffsetPeriod
@ PaymentStreamFlatRateAmount
@ UnderlyingProtectionTermSellerNotifies
@ UnderlyingDeliveryScheduleSettlCountry
@ UnderlyingSecondaryAssetType
@ DeliveryStreamEntryPoint
@ LegProvisionCashSettlValueDateOffsetDayType
@ UnderlyingDividendFXTriggerDateBusinessCenter
@ UnderlyingStreamVersion
@ UnderlyingAdditionalTermBondParValue
@ PaymentStreamPaymentDateRelativeTo
@ UnderlyingPaymentStreamLinkStrikePrice
@ ProtectionTermEventUnit
@ PaymentStubFixedCurrency
@ LegPaymentStreamFRADiscounting
@ UnderlyingPaymentStreamLinkExpiringLevelIndicator
@ LegProvisionOptionRelevantUnderlyingDateRelativeTo
@ LegPaymentStreamFixingDateOffsetPeriod
@ LegAdditionalTermBondSecurityIDSource
@ NoLegDeliveryScheduleSettlDays
@ UnderlyingPaymentStubIndex2CurveUnit
@ LegAutomaticExerciseIndicator
@ LegStreamCommoditySettlMonth
@ UnderlyingDeliveryScheduleNotional
@ DeliveryScheduleSettlTotalHours
@ NoUnderlyingDeliveryStreamCommoditySources
@ AdditionalTermBondDayCount
@ LegPaymentStreamPricingDayNumber
@ ComplexEventCreditEventBusinessCenter
@ LegReturnRatePriceCurrency
@ RelatedPartyDetailAltSubIDType
@ ProvisionOptionExerciseBusinessDayConvention
@ OptionExerciseExpirationTimeBusinessCenter
@ LegPaymentStreamCompoundingFinalRateRoundingDirection
@ StreamCommoditySettlMonth
@ LegPaymentStreamRateSpreadPositionType
@ UnderlyingPaymentStreamFlatRateIndicator
@ LegPaymentStreamFixingDateBusinessCenter
@ LegReturnRateReferencePage
@ LegCashSettlDateUnadjusted
@ RiskLimitCheckModelType
@ NoDisclosureInstructions
@ UnderlyingDividendPayoutConditions
@ InstrumentPricePrecision
@ LegDividendAccrualPaymentDateOffsetDayType
@ LegDividendCapRateSellSide
@ UnderlyingDividendPeriodStartDateUnadjusted
@ LegMarketDisruptionFallbackType
@ StreamCommoditySettlHolidaysProcessingInstruction
@ UnderlyingOptionExerciseStartDateRelativeTo
@ LegPaymentStreamRateCutoffDateOffsetDayType
@ LegPaymentStreamBoundsFirstDateUnadjusted
@ ProvisionOptionExerciseStartDateAdjusted
@ NotionalPercentageOutstanding
@ ProvisionOptionExerciseStartDateRelativeTo
@ UnderlyingOptionExerciseStartDateOffsetUnit
@ DerivativePriceUnitOfMeasureCurrency
@ InstrumentPartySubIDType
@ DividendFXTriggerDateOffsetUnit
@ UnderlyingOptionExerciseExpirationFrequencyUnit
@ LegPaymentStreamPaymentDateRelativeTo
@ UnderlyingRateSpreadStepDate
@ LegPaymentStreamPricingDayOfWeek
@ PriceRangeProductComplex
@ LegCashSettlDateOffsetPeriod
@ UnderlyingPaymentScheduleFixingDateBusinessDayCnvtn
@ UnderlyingPaymentScheduleRateSourceType
@ NoRequestingPartySubIDs
@ UnderlyingProvisionOptionExerciseEarliestDateOffsetPeriod
@ LegPaymentScheduleXIDRef
@ LegExerciseConfirmationMethod
@ PricingTimeBusinessCenter
@ UnderlyingPaymentStreamCompoundingRateIndexCurveUnit
@ UnderlyingDeliveryAmount
@ ReturnRateValuationEndDateOffsetPeriod
@ LegPricingDateUnadjusted
@ PaymentStreamFormulaImageLength
@ NoLegPaymentStreamInitialFixingDateBusinessCenters
@ ProvisionCashSettlQuoteReferencePage
@ NoLegSettlRateFallbacks
@ LegComplexEventCreditEventNotifyingParty
@ LegOptionExerciseBusinessCenter
@ UnderlyingOptionExerciseExpirationDateOffsetDayType
@ PaymentStreamUnderlierRefID
@ UnderlyingComplexEventReferencePage
@ LegPaymentStreamFirstObservationDateUnadjusted
@ LegPaymentStreamRateIndex
@ LegComplexEventFixedFXRate
@ InstrumentScopeEncodedSecurityDescLen
@ NoUnderlyingPaymentStreamCompoundingDates
@ UnderlyingMarketDisruptionFallbackUnderlierType
@ LegProvisionCashSettlPaymentDateRangeLast
@ UnderlyingProvisionOptionExpirationTimeBusinessCenter
@ UnderlyingStreamCommoditySettlPeriodXID
@ LegStreamCommoditySettlEnd
@ UnderlyingExtraordinaryDividendDeterminationMethod
@ NoProtectionTermEventNewsSources
@ ReturnRateQuoteExpirationTime
@ LegPaymentStreamLinkInitialLevel
@ NoLegAdditionalTermBondRefs
@ UnderlyingStreamNotionalFrequencyUnit
@ PaymentStreamPaymentDateOffsetUnit
@ LegPaymentStubIndex2RateMultiplier
@ LinkageHandlingIndicator
@ LegStreamFirstCompoundingPeriodEndDateUnadjusted
@ OptionExerciseExpirationDateBusinessCenter
@ StreamCommoditySettlDateRollUnit
@ EncodedUnderlyingSecurityDesc
@ LegPaymentStreamLinkEstimatedTradingDays
@ NoUnderlyingMarketDisruptionFallbackReferencePrices
@ StreamCalculationFrequencyPeriod
@ UnderlyingPaymentStreamDayCount
@ ComplexEventRateSourceType
@ UnderlyingProvisionOptionRelevantUnderlyingDateUnadjusted
@ EncodedUnderlyingStreamCommodityDescLen
@ ReturnRateQuoteCurrency
@ UnderlyingPaymentStreamRateIndexLocation
@ LegComplexEventStrikeNumberOfOptions
@ LegPaymentStubIndexFloorRateBuySide
@ EncodedDocumentationText
@ UnderlyingReturnRateValuationEndDateOffsetPeriod
@ UnderlyingPaymentStubLength
@ UnderlyingComplexEventScheduleFrequencyUnit
@ LegPaymentStreamInflationInitialIndexLevel
@ RelatedPartyDetailSubID
@ TotNumAssignmentReports
@ YieldRedemptionPriceType
@ CommissionUnitOfMeasureCurrency
@ UnderlyingPaymentScheduleRateUnitOfMeasure
@ LegProvisionCashSettlValueDateBusinessCenter
@ NoLegNonDeliverableFixingDates
@ LegStreamCommodityPricingType
@ UnderlyingStreamEffectiveDateUnadjusted
@ LegPaymentStreamCompoundingDatesOffsetPeriod
@ SettlDisruptionProvision
@ UnderlyingNotionalPercentageOutstanding
@ UnderlyingStreamCalculationPeriodDatesXIDRef
@ DerivativeSecurityIDSource
@ LegInstrumentRoundingPrecision
@ ProvisionOptionRelevantUnderlyingDateBusinessDayConvention
@ StreamTerminationDateOffsetPeriod
@ RelatedSecurityIDSource
@ LegComplexEventDeterminationMethod
@ LegContractMultiplierUnit
@ PrimaryServiceLocationID
@ LegPaymentStreamFloorRateBuySide
@ NoLegDividendAccrualPaymentDateBusinessCenters
@ LegPaymentStreamBoundsLastDateUnadjusted
@ LegMinPriceIncrementAmount
@ UnderlyingPaymentStreamFixedAmount
@ LegDividendFloatingRateIndexCurvePeriod
@ LegComplexEventDateOffsetUnit
@ UnderlyingMaterialDividendsIndicator
@ NoLegProvisionDateBusinessCenters
@ PaymentStreamPaymentRollConvention
@ LegProtectionTermEventUnit
@ DerivativeInstrAttribValue
@ NoUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenters
@ UnderlyingSettlementDate
@ MDStatisticIntervalType
@ LegReturnRateQuotePricingModel
@ UnderlyingMarketDisruptionFallbackValue
@ DerivativeContraryInstructionEligibilityIndicator
@ LegManualNoticeBusinessCenter
@ UnderlyingReturnRateDateMode
@ UnderlyingOptionExerciseDateType
@ ProvisionCashSettlValueDateRelativeTo
@ UnderlyingDeliveryStreamPositiveTolerance
@ LegPaymentStreamCompoundingAveragingMethod
@ LegCashSettlPriceDefault
@ DeliveryStreamToleranceOptionSide
@ ReturnRateValuationPriceOption
@ LegExtraordinaryEventValue
@ LegFinancingTermSupplementDesc
@ LegDividendAccrualPaymentDateAdjusted
@ InstrumentScopeSecurityAltIDSource
@ UnderlyingPaymentStreamCompoundingCapRateBuySide
@ EncodedLegAdditionalTermBondIssuerLen
@ UnderlyingIndexCurveUnit
@ EncodedLegDeliveryStreamCycleDescLen
@ ReturnRateCommissionBasis
@ UnderlyingPaymentStreamInflationLagDayType
@ ValuationBusinessCenter
@ NoLegPaymentScheduleRateSources
@ DerivativeSecurityAltID
@ LegAdditionalTermBondCurrentTotalIssuedAmount
@ InstrumentScopeSecurityGroup
@ LegPaymentStreamCompoundingFixedRate
@ LegComplexEventPriceTimeType
@ PaymentStubStartDateOffsetUnit
@ LegProvisionPartyRoleQualifier
@ UnderlyingMarketDisruptionFallbackUnderlierSecurityID
@ LegAdditionalTermConditionPrecedentBondIndicator
@ DividendPeriodValuationDateOffsetUnit
@ LegDividendFloatingRateSpreadPositionType
@ InternationalSwapIndicator
@ LegStreamCommoditySettlPeriodNotionalUnitOfMeasure
@ NoDeliveryScheduleSettlTimes
@ DividendFloatingRateMultiplier
@ LegSecondaryAssetSubClass
@ UnderlyingExtraordinaryEventType
@ LegPaymentStreamCompoundingCapRate
@ UnderlyingCashSettlValuationMethod
@ NoProvisionOptionExerciseFixedDates
@ ExtraordinaryEventValue
@ UnderlyingPaymentStubIndex2RateTreatment
@ ComplexEventCalculationAgent
@ NoUnderlyingCashSettlDateBusinessCenters
@ PaymentStubEndDateOffsetPeriod
@ StreamFirstCompoundingPeriodEndDateUnadjusted
@ AttachmentClassification
@ UnderlyingStreamCommoditySettlHolidaysProcessingInstruction
@ LimitedRightToConfirmIndicator
@ PaymentStreamPaymentDate
@ ProtectionTermObligationType
@ NoUnderlyingComplexEventPeriodDateTimes
@ LegStreamCommoditySettlDateAdjusted
@ LegAdditionalTermBondMaturityDate
@ EncryptedNewPasswordLen
@ UnderlyingPhysicalSettlMaximumBusinessDays
@ LegComplexEventFixingTime
@ UnderlyingComplexEventCreditEventBusinessCenter
@ RelatedToDividendPeriodXIDRef
@ UnderlyingDividendReinvestmentIndicator
@ UnderlyingOptionExerciseEarliestDateOffsetUnit
@ LegPaymentStreamFinalPrincipalExchangeIndicator
@ UnderlyingDeliveryStreamDeliveryPoint
@ PaymentStreamFloorRateSellSide
@ LegPaymentStubIndexCapRate
@ NoRelatedPartyDetailAltSubIDs
@ UnderlyingPaymentStreamLinkClosingLevelIndicator
@ PaymentStreamResetDateBusinessDayConvention
@ UnderlyingPaymentStreamCalculationLagUnit
@ NoUnderlyingPaymentStreamPaymentDates
@ LegPaymentStreamRateMultiplier
@ LegPaymentScheduleFixingTimeBusinessCenter
@ LegMarketDisruptionEvent
@ NoUnderlyingReturnRates
@ AllocCommissionLegRefID
@ UnderlyingPaymentStreamResetWeeklyRollConvention
@ PaymentScheduleFixedCurrency
@ StreamCalculationCorrectionUnit
@ LegPaymentStreamCompoundingDatesBusinessDayConvention
@ StreamCommodityPricingType
@ LegPaymentStubEndDateBusinessCenter
@ DividendPeriodBusinessCenter
@ LegStreamCommoditySettlPeriodPriceUnitOfMeasure
@ NoLegStreamEffectiveDateBusinessCenters
@ UnderlyingComplexOptPayoutReceiveSide
@ PaymentScheduleStartDateUnadjusted
@ UnderlyingStreamCommoditySettlPeriodFrequencyUnit
@ PhysicalSettlMaximumBusinessDays
@ UnderlyingCashSettlMinimumQuoteCurrency
@ UnderlyingReturnRateValuationFrequencyPeriod
@ LegReturnRateQuoteExchange
@ StreamEffectiveDateRelativeTo
@ UnderlyingComplexOptPayoutTime
@ EncodedOptionExpirationDesc
@ ExchangeSpecialInstructions
@ UnderlyingProvisionPartySubID
@ LegStreamLastRegularPeriodEndDateUnadjusted
@ UnderlyingPaymentStreamCompoundingEndDateOffsetUnit
@ UnderlyingReturnRateValuationDateBusinessCenter
@ UnderlyingNonDeliverableFixingDate
@ NoPaymentScheduleFixingDateBusinessCenters
@ UnderlyingReferenceEntityType
@ UnderlyingPaymentStreamFormula
@ ReturnRateValuationTimeBusinessCenter
@ UnderlyingStrikeMultiplier
@ LegDeliveryStreamTotalPositiveTolerance
@ LegStreamCommodityExchange
@ UnderlyingStreamTerminationDateOffsetDayType
@ UnderlyingProvisionPartyIDSource
@ NoProvisionCashSettlPaymentDates
@ NoLegReturnRateValuationDateBusinessCenters
@ DeliveryScheduleSettlCountry
@ LegStreamCommoditySettlDateBusinessDayConvention
@ UnderlyingProvisionCashSettlValueDateRelativeTo
@ EncodedStreamCommodityDesc
@ CashSettlRecoveryFactor
@ LegPaymentStubIndexCapRateBuySide
@ EncodedUnderlyingEventTextLen
@ UnderlyingProvisionOptionMinimumNumber
@ UnderlyingPaymentStreamReferenceLevelEqualsZeroIndicator
@ UnderlyingAdditionalTermBondSecurityID
@ NoProvisionDateBusinessCenters
@ ComplexEventScheduleEndDate
@ NoUnderlyingPaymentStubEndDateBusinessCenters
@ StreamCalculationPeriodDatesXID
@ NoLegProvisionOptionExpirationDateBusinessCenters
@ SettlementAmountCurrency
@ UnderlyingPaymentStreamFirstObservationDateUnadjusted
@ NoUnderlyingComplexEventSchedules
@ LegProvisionCashSettlQuoteType
@ PaymentScheduleFixingDateAdjusted
@ LegFlexProductEligibilityIndicator
@ UnderlyingDividendPeriodPaymentDateOffsetDayType
@ UnderlyingComplexEventCreditEventPeriod
@ LegStreamCommodityNearbySettlDayPeriod
@ LegStreamFirstPeriodStartDateUnadjusted
@ LegProvisionCalculationAgent
@ LegDividendPeriodPaymentDateRelativeTo
@ EncodedUnderlyingExerciseDescLen
@ UnderlyingPaymentStreamCompoundingRateIndexCurvePeriod
@ UnderlyingProvisionOptionExerciseEarliestTime
@ PaymentStreamFixingDateBusinessDayConvention
@ LegPaymentStreamNegativeRateTreatment
@ LegPaymentStreamContractPrice
@ LegDeliveryStreamWithdrawalPoint
@ LegPaymentScheduleFixingFirstObservationDateOffsetUnit
@ LegAdditionalTermBondParValue
@ AllowableOneSidednessCurr
@ LegOptionExerciseDateType
@ LegCashSettlBusinessCenter
@ LegDeliveryStreamDeliveryContingency
@ EncodedUnderlyingStreamCommodityDesc
@ PaymentStreamNegativeRateTreatment
@ UnderlyingReturnTrigger
@ LegUnderlyingPriceDeterminationMethod
@ UnderlyingAssetAttributeValue
@ ProvisionOptionExerciseConfirmation
@ PaymentScheduleSettlPeriodPrice
@ UnderlyingProvisionCashSettlValueDateAdjusted
@ LegPaymentStreamFixingDateRelativeTo
@ UnderlyingPaymentScheduleRateMultiplier
@ LegPaymentStreamCompoundingEndDateRelativeTo
@ StreamCommoditySettlPeriodPrice
@ PaymentStreamCompoundingXIDRef
@ LegAdditionalTermBondDesc
@ NonDeliverableFixingDate
@ StrikePriceBoundaryPrecision
@ DividendFloatingRateIndex
@ PaymentStreamPricingDayOfWeek
@ UnderlyingPaymentStubIndexCapRateBuySide
@ LegPaymentScheduleRateMultiplier
@ PaymentScheduleFixingDateOffsetPeriod
@ NoUnderlyingComplexEventAveragingObservations
@ UnderlyingPaymentStreamRateIndexID
@ NoStreamCommodityDataSources
@ LegStreamTerminationDateUnadjusted
@ UnderlyingPaymentStreamResetFrequencyUnit
@ ProtectionTermStandardSources
@ AllocRegulatoryTradeIDType
@ PaymentStreamCalculationLagPeriod
@ UnderlyingStreamCommodityRateSource
@ EncodedLegAdditionalTermBondDesc
@ LegComplexEventStrikePrice
@ LegPaymentStreamCompoundingDatesOffsetDayType
@ MDSecurityTradingStatus
@ UnderlyingLegSecurityType
@ LegPaymentStreamPaymentDateOffsetUnit
@ NoClearingPriceParameters
@ UnderlyingPaymentStreamFRADiscounting
@ LegDividendAccrualPaymentDateBusinessDayConvention
@ LegStreamNotionalFrequencyUnit
@ NoLegFinancingTermSupplements
@ LegStreamAssetAttributeType
@ DividendPeriodPaymentDateUnadjusted
@ CashSettlValuationSubsequentBusinessDaysOffset
@ UnderlyingStreamCommoditySettlMonth
@ PaymentStubEndDateAdjusted
@ StreamCommodityUnitOfMeasure
@ NoUnderlyingComplexEvents
@ UnderlyingPaymentStreamCompoundingInitialRate
@ NoStreamAssetAttributes
@ SettlPriceDeterminationMethod
@ LegPaymentStreamCompoundingFloorRate
@ LegComplexEventPVFinalPriceElectionFallback
@ ProvisionCashSettlPaymentDateOffsetUnit
@ ProvisionCashSettlQuoteType
@ TradePriceNegotiationMethod
@ UnderlyingStreamCommoditySettlPeriodNotional
@ UnderlyingPaymentStubIndexCurvePeriod
@ VoluntaryRegulatoryReport
@ UnderlyingDeliveryStreamTitleTransferCondition
@ StreamFirstPeriodStartDateAdjusted
@ UnderlyingPaymentStreamFirstObservationDateOffsetPeriod
@ DeliveryStreamRiskApportionment
@ OrderPercentOfTotalVolume
@ FlexProductEligibilityComplex
@ LegCalculatedCcyLastQty
@ SecondaryIndividualAllocID
@ UnderlyingPaymentStreamFloorRate
@ EncodedTradeContinuationTextLen
@ StreamCommoditySettlTotalHours
@ ComplexEventCreditEventCurrency
@ UnderlyingPaymentStubIndexCapRateSellSide
@ EncodedUnderlyingAdditionalTermBondIssuerLen
@ DerivativeValuationMethod
@ UnderlyingPaymentStreamPaymentDateOffsetDayType
@ LegProvisionOptionRelevantUnderlyingDateOffsetPeriod
@ UnderlyingOptionExerciseNominationDeadline
@ LegStreamCalculationBalanceOfFirstPeriod
@ LegOptionExerciseEarliestDateOffsetUnit
@ UnderlyingInstrumentXID
@ StreamCommodityAltIDSource
@ PaymentStreamRateSpreadType
@ LegProvisionOptionRelevantUnderlyingDateBusinessCenter
@ UnderlyingPaymentStubStartDateBusinessDayConvention
@ LegPaymentStreamCompoundingEndDateOffsetUnit
@ LegPaymentStreamReferenceLevel
@ UnderlyingPaymentStubEndDateBusinessCenter
@ UnderlyingPaymentStreamFinalPricePaymentDateOffsetPeriod
@ NoUnderlyingDeliveryScheduleSettlDays
@ LegPaymentStreamDiscountRate
@ StreamVersionEffectiveDate
@ UnderlyingDividendPeriodValuationDateOffsetDayType
@ LegPaymentStreamNonDeliverableFixingDatesBusinessCenter
@ UnderlyingPaymentScheduleEndDateUnadjusted
@ ProvisionCashSettlValueDateAdjusted
@ UnderlyingComplexEventPricePercentage
@ UnderlyingConstituentWeight
@ SettlMethodElectionDateRelativeTo
@ MDStatisticIntervalTypeUnit
@ LegReturnRateValuationEndDateUnadjusted
@ SideRegulatoryTradeIDEvent
@ PaymentStubStartDateOffsetDayType
@ UnderlyingPaymentScheduleFixingDayDistribution
@ UnderlyingRedemptionDate
@ LegExtraordinaryEventType
@ ComplexEventCreditEventUnit
@ NoReturnRateInformationSources
@ EncodedLegProvisionText
@ UnderlyingPaymentStreamRateIndexSource
@ MDRecoveryTimeIntervalUnit
@ NoLegProvisionOptionExerciseBusinessCenters
@ EncodedLegDeliveryStreamCycleDesc
@ PaymentStreamFinalPricePaymentDateAdjusted
@ LegProvisionOptionExerciseFixedDateType
@ UnderlyingPaymentStreamFutureValueDateAdjusted
@ LegPaymentStreamCompoundingStartDateOffsetUnit
@ UnderlyingOptionExerciseExpirationTime
@ DeliveryScheduleToleranceType
@ LegPaymentStreamFinalPricePaymentDateOffsetUnit
@ LegPaymentStreamInterpolationMethod
@ LegProtectionTermEventValue
@ LegStreamTerminationDateBusinessCenter
@ UnderlyingDetachmentPoint
@ StreamCommodityRateReferencePage
@ UnderlyingPaymentStreamFirstObservationDateAdjusted
@ LegReturnRateQuoteExpirationTime
@ LegPaymentScheduleCurrency
@ NoLegReturnRateValuationDates
@ LegPaymentStreamFirstPaymentDateUnadjusted
@ PaymentStreamInitialFixingDateOffsetUnit
@ UnderlyingAllocationPercent
@ LegMarketDisruptionFallbackUnderlierSecurityID
@ LegDeliveryScheduleSettlDay
@ UnderlyingDividendUnderlierRefID
@ NoUnderlyingStreamCommodityDataSources
@ UnderlyingProvisionOptionExerciseFixedDate
@ LegPaymentStreamDelayIndicator
@ LegStreamEffectiveDateOffsetUnit
@ UnderlyingMakeWholeInterpolationMethod
@ UnderlyingSecurityXMLSchema
@ RiskInstrumentMultiplier
@ LegReturnRateValuationDateRelativeTo
@ NoRequestedRiskLimitType
@ NoLegDeliveryStreamCycles
@ NoLegOptionExerciseDates
@ NoLegMarketDisruptionEvents
@ UnderlyingPaymentStubIndexFloorRate
@ UnderlyingInTheMoneyCondition
@ LegPaymentStubIndexRateSpreadPositionType
@ PaymentStreamSettlLevel
@ LegAllDividendsIndicator
@ UnderlyingPaymentStreamCompoundingFixedRate
@ PaymentScheduleRateSpread
@ UnderlyingPaymentStreamInitialFixingDateRelativeTo
@ LegCreditSupportAgreementID
@ LegStreamCommoditySettlDay
@ LegProvisionOptionRelevantUnderlyingDateUnadjusted
@ DiscretionRoundDirection
@ UnderlyingReturnRateFinalPriceFallback
@ UnderlyingProvisionPartyID
@ PaymentStubIndex2RateMultiplier
@ DeliveryStreamRiskApportionmentSource
@ ComplexEventDateBusinessCenter
@ LegBusinessDayConvention
@ LegDividendPeriodBusinessDayConvention
@ LegStreamCommoditySettlStart
@ AdditionalTermBondCouponType
@ DividendFXTriggerDateOffsetDayType
@ NoStreamFirstPeriodStartDateBusinessCenters
@ UnderlyingSecondaryAssetClass
@ UnderlyingDividendPeriodStrikePrice
@ PaymentStreamBoundsFirstDateUnadjusted
@ NoStreamTerminationDateBusinessCenters
@ PaymentScheduleRateCurrency
@ OptionExerciseExpirationDateType
@ ReturnRatePriceCurrency
@ StreamCommodityNearbySettlDayUnit
@ NoLegPaymentScheduleInterimExchangeDateBusinessCenters
@ LegOptionExerciseFrequencyUnit
@ UnderlyingDividendPeriodValuationDateRelativeTo
@ UnderlyingStrikeIndexCurvePoint
@ UnderlyingFlexibleIndicator
@ LegOptionExerciseStartDateOffsetPeriod
@ CashSettlFixedTermIndicator
@ LegMarketDisruptionMaterialityPercentage
@ UnderlyingComplexEventStrikeFactor
@ UnderlyingPaymentStreamInflationLagPeriod
@ AdditionalTermBondCouponFrequencyUnit
@ UnderlyingStreamVersionEffectiveDate
@ UnderlyingDividendFloorRateBuySide
@ UnderlyingComplexOptPayoutPercentage
@ DerivativePriceUnitOfMeasure
@ UnderlyingSecurityAltIDSource
@ UnderlyingFutureIDSource
@ SecondaryServiceLocationID
@ NoInstrumentPartySubIDs
@ LegReturnRateCommissionCurrency
@ UnderlyingProvisionOptionExerciseStartDateOffsetUnit
@ LegPaymentStreamNonDeliverableRefCurrency
@ LegStreamTerminationDateBusinessDayConvention
@ DividendAveragingMethod
@ UnderlyingSettlRateIndexLocation
@ PaymentStreamFinalPricePaymentDateOffsetUnit
@ StreamNotionalDeterminationMethod
@ LegPaymentStreamSettlLevel
@ ComplexEventCreditEventsXIDRef
@ UnderlyingPaymentStreamLinkInitialLevel
@ LegPaymentScheduleInterimExchangePaymentDateRelativeTo
@ UnderlyingRepoCollateralSecurityType
@ UnderlyingPaymentStreamCompoundingEndDateUnadjusted
@ LegPaymentStreamInitialFixingDateBusinessCenter
@ PaymentStreamFixingDateAdjusted
@ LegAdditionalTermBondCouponRate
@ UnderlyingOptPayoutType
@ NoLegOptionExerciseExpirationDateBusinessCenters
@ LegPaymentStubIndexCurveUnit
@ SideMultiLegReportingType
@ UnderlyingSettlMethodElectionDateUnadjusted
@ UnderlyingProvisionCashSettlMethod
@ LegDividendPeriodPaymentDateAdjusted
@ DeliveryStreamTitleTransferLocation
@ UnderlyingAverageVolumeLimitationPeriodDays
@ NoLegDeliveryStreamCommoditySources
@ LegSettlMethodElectionDateBusinessCenter
@ UnderlyingPaymentStreamPaymentDateType
@ EncodedProvisionTextLen
@ LegPaymentStreamWorldScaleRate
@ LegPaymentStreamPaymentDateBusinessCenter
@ ComplexEventScheduleFrequencyPeriod
@ DeliveryStreamTotalNegativeTolerance
@ UnderlyingStrikeIndexSpread
@ PaymentStreamMarketRate
@ MinPriceIncrementAmount
@ ComplexEventScheduleStartDate
@ RiskLimitCheckTransType
@ MarketDisruptionFallbackOpenUnits
@ LegAdditionalTermBondIssuer
@ LegComplexEventStartDate
@ NoLegPaymentScheduleFixingDateBusinessCenters
@ DividendFloatingRateIndexCurvePeriod
@ UnderlyingStreamCommoditySecurityIDSource
@ LegShortSaleExemptionReason
@ LegProvisionCashSettlPaymentDateRelativeTo
@ OptionExerciseStartDateOffsetUnit
@ PaymentScheduleFixingDateUnadjusted
@ StreamCommoditySettlFlowType
@ AllocRegulatoryTradeIDScope
@ UnderlyingReturnRateInformationSource
@ UnderlyingProvisionOptionExpirationDateAdjusted
@ DeliveryScheduleNotionalCommodityFrequency
@ LegDeliveryScheduleNegativeTolerance
@ LegPaymentStubEndDateUnadjusted
@ PaymentStreamLinkStrikePriceType
@ UnderlyingProvisionOptionExerciseStartDateUnadjusted
@ PaymentStreamCompoundingStartDateRelativeTo
@ PaymentStreamDaysAdjustmentIndicator
@ UnderlyingStreamReceiveSide
@ ProtectionTermEventBusinessCenter
@ LegContractPriceRefMonth
@ UnderlyingSettlementStatus
@ NoUnderlyingSecurityAltID
@ StreamCommoditySettlDateRollPeriod
@ UnderlyingComplexEventCreditEventNotifyingParty
@ EncodedLegProvisionTextLen
@ NoLegPaymentStreamPricingDays
@ MaterialDividendsIndicator
@ UnderlyingCashSettlValuationSubsequentBusinessDaysOffset
@ UnderlyingCashSettlFixedTermIndicator
@ AdditionalTermBondCouponRate
@ LegReturnRateValuationFrequencyPeriod
@ UnderlyingComplexOptPayoutPaySide
@ LegProtectionTermEventPeriod
@ SideTrdRegTimestampType
@ StreamCommoditySecurityID
@ UnderlyingSettlRateIndex
@ LegStreamMaximumPaymentAmount
@ LegProvisionOptionRelevantUnderlyingDateOffsetDayType
@ RelatedPartyDetailRoleQualifier
@ UnderlyingReturnRateNotionalReset
@ StrikePriceDeterminationMethod
@ NoLegProvisionOptionRelevantUnderlyingDateBusinessCenters
@ UnderlyingPaymentStreamNegativeRateTreatment
@ UnderlyingDeliveryScheduleToleranceUnitOfMeasure
@ PaymentStreamFormulaCurrencyDeterminationMethod
@ ReturnRateValuationTime
@ UnderlyingPaymentScheduleStubType
@ LegDividendFloatingRateIndex
@ LegStreamCommoditySettlTimeZone
@ UnderlyingComplexEventPrice
@ RateSourceReferemcePageHeading
@ UnderlyingReturnRatePriceBasis
@ LegProvisionCashSettlValueTimeBusinessCenter
@ UnderlyingSecondaryAssetSubClass
@ LegPaymentScheduleFixingDateOffsetUnit
@ LegPaymentStreamPricingBusinessCalendar
@ DeliveryStreamDeliveryPointDesc
@ UnderlyingMarketDisruptionEvent
@ UnderlyingPaymentScheduleRateSource
@ LegReturnRateValuationFrequencyRollConvention
@ LegStreamCommodityAltIDSource
@ MarketDisruptionMaximumDays
@ UnderlyingProvisionOptionExpirationTime
@ ProtectionTermEventNewsSource
@ AdditionalTermBondCurrentTotalIssuedAmount
@ PaymentStreamCompoundingStartDateUnadjusted
@ PaymentStreamContractPrice
@ NoPaymentStreamPaymentDateBusinessCenters
@ LegStreamEffectiveDateAdjusted
@ DividendAccrualPaymentDateUnadjusted
@ UnderlyingPaymentStreamCompoundingSpread
@ ProvisionOptionExerciseMaximumNotional
@ UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessDayConvention
@ LegBrokerConfirmationDesc
@ CashSettlBusinessCenter
@ SecurityMassTradingStatus
@ UnderlyingComplexEventFixedFXRate
@ LegCashSettlValuationTime
@ LegComplexEventCalculationAgent
@ LegPaymentStreamDaysAdjustmentIndicator
@ PaymentStreamReferenceLevelUnitOfMeasure
@ DividendPeriodValuationDateUnadjusted
@ LegDividendPeriodPaymentDateOffsetPeriod
@ LegPaymentScheduleStepRate
@ PaymentStreamFutureValueNotional
@ NoUnderlyingPaymentScheduleInterimExchangeDateBusinessCenters
@ UnderlyingProtectionTermEventQualifier
@ UnderlyingPaymentStubIndexRateTreatment
@ UnderlyingLegMaturityTime
@ UnderlyingContractMultiplier
@ LegProvisionOptionExerciseLatestTime
@ SettlPriceSecondaryIncrement
@ UnderlyingMarketDisruptionFallbackBasketDivisor
@ NoLegExtraordinaryEvents
@ OptionExerciseFirstDateUnadjusted
@ UnderlyingDeliveryStreamDeliveryRestriction
@ NoLegStreamCommodityDataSources
@ LegPaymentStreamCompoundingDatesOffsetUnit
@ MarketDepthTimeInterval
@ DeliveryScheduleToleranceUnitOfMeasure
@ LegPricingDateBusinessCenter
@ DerivativeExerciseStyle
@ ProvisionDateTenorPeriod
@ SideCollateralAmountMarketSegmentID
@ LegPaymentScheduleStubType
@ LegReturnRateQuoteCurrency
@ LegSettlMethodElectionDateOffsetPeriod
@ NoPaymentStreamFormulas
@ UnderlyingPaymentStubStartDateOffsetPeriod
@ UnderlyingPaymentStreamFirstObservationDateOffsetUnit
@ LegOptionExerciseEarliestDateOffsetPeriod
@ LegStreamCommoditySettlDayType
@ DeliveryStreamDeliveryContingentPartySide
@ PaymentStreamCompoundingDatesOffsetPeriod
@ PaymentStreamInitialFixingDateBusinessCenter
@ CommissionUnitOfMeasure
@ DeliveryStreamToleranceUnitOfMeasure
@ UnderlyingPaymentStreamLinkEstimatedTradingDays
@ UnderlyingPaymentStreamPricingDateType
@ StreamCommoditySecurityIDSource
@ UnderlyingPricingDateBusinessCenter
@ UnderlyingOptionExerciseBusinessDayConvention
@ EncodedLegExerciseDescLen
@ ComplexEventFuturesPriceValuation
@ NoUnderlyingComplexEventTimes
@ ProvisionOptionRelevantUnderlyingDateUnadjusted
@ UnderlyingFlexProductEligibilityIndicator
@ UnderlyingPaymentStreamFinalPricePaymentDateOffsetDayType
@ NoUnderlyingComplexEventPeriods
@ OptionExerciseExpirationDateOffsetPeriod
@ UnderlyingLienSeniority
@ NoReturnRateValuationDateBusinessCenters
@ UnderlyingComplexEventFuturesPriceValuation
@ LegDividendFXTriggerDateBusinessDayConvention
@ EncodedMiscFeeSubTypeDescLen
@ UnderlyingDividendAccrualPaymentDateOffsetDayType
@ UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetDayType
@ NoUnderlyingProtectionTermEventNewsSources
@ UnderlyingPaymentScheduleRateSpreadType
@ UnderlyingDividendFloorRateSellSide
@ LegPaymentScheduleFixingDateUnadjusted
@ UnderlyingReturnRateValuationFrequencyUnit
@ NoPaymentSettlPartySubIDs
@ OptionExerciseEarliestDateOffsetPeriod
@ PricingDateBusinessDayConvention
@ UnderlyingProvisionDateBusinessDayConvention
@ UnderlyingComplexEventCreditEventCurrency
@ ProvisionCashSettlMethod
@ UnderlyingProvisionOptionExerciseStartDateOffsetPeriod
@ ProvisionCashSettlValueDateBusinessCenter
@ DerivativeInstrumentPartySubIDType
@ UnderlyingStreamNotionalAdjustments
@ RiskLimitCheckRequestStatus
@ ProvisionOptionExpirationDateOffsetUnit
@ LegPaymentStreamFinalPricePaymentDateRelativeTo
@ NoPaymentStreamPricingDays
@ PaymentStreamPricingDayDistribution
@ LegPaymentStreamCompoundingFinalRatePrecision
@ NoMarketDisruptionEvents
@ ProvisionOptionExerciseLatestTime
@ EncodedUnderlyingIssuer
@ TradingUnitPeriodMultiplier
@ LegPaymentStreamPaymentDateOffsetPeriod
@ UnderlyingProvisionPartySubIDType
int length_fields[]
Sorted list of all field tags which are of type Length.
@ UnderlyingPaymentStreamCompoundingFrequencyPeriod
@ MaturityMonthYearIncrementUnits
@ PartyDetailRoleQualifier
@ LegReturnRateDeterminationMethod
@ LegProvisionOptionExerciseStartDateAdjusted
@ LegStreamCommoditySettlPeriodXIDRef
@ PaymentStreamNonDeliverableSettlRateSource
@ NoUnderlyingPaymentScheduleFixingDays
@ UnderlyingDividendPeriodBusinessDayConvention
@ UnderlyingPaymentStreamRateCutoffDateOffsetUnit
@ LegPaymentStreamRateSpreadCurrency
@ UnderlyingPaymentStreamInitialPrincipalExchangeIndicator
@ LegOptionExerciseNominationDeadline
@ LegStreamCommoditySettlPeriodFrequencyPeriod
@ LegDeliveryStreamDeliveryPoint
@ ProvisionOptionExerciseMinimumNotional
@ NoUnderlyingPaymentStreamPricingDays
@ NoLegComplexEventDateBusinessCenters
@ UnderlyingProvisionOptionExerciseBusinessCenter
@ PaymentScheduleRateSourceType
@ UnderlyingStrikePriceBoundaryMethod
@ UnderlyingOriginalNotionalPercentageOutstanding
@ LegProtectionTermEventBusinessCenter
@ ProvisionOptionExerciseEarliestDateOffsetPeriod
@ NoUnderlyingStreamFirstPeriodStartDateBusinessCenters
@ NoLegProvisionPartySubIDs
@ UnderlyingStreamCommoditySettlFlowType
@ UnderlyingPaymentScheduleInterimExchangeDatesBusinessCenter
@ UnderlyingOptionExerciseExpirationFrequencyPeriod
@ LegMakeWholeBenchmarkCurveName
@ LegPaymentStubStartDateBusinessDayConvention
@ NoLegDividendFXTriggerDateBusinessCenters
@ UnderlyingDeliveryStreamTransportEquipment
@ PaymentStreamResetDateRelativeTo
@ UnderlyingPaymentStubIndexCapRate
@ NoSideRegulatoryTradeIDs
@ UnderlyingOptionExerciseExpirationRollConvention
@ LegDividendNegativeRateTreatment
@ LegDeliveryScheduleSettlTimeZone
@ UnderlyingStreamTerminationDateBusinessDayConvention
@ PaymentStreamRateIndexCurveUnit
@ ProvisionOptionExerciseStartDateOffsetPeriod
@ NoLegOptionExerciseBusinessCenters
@ ProtectionTermEventValue
@ UnderlyingReturnRateQuoteCurrencyType
@ LegDividendPeriodValuationDateRelativeTo
@ SettlMethodElectionDateAdjusted
@ NoReturnRateValuationDates
@ LegOptionsExchangeDividendsIndicator
@ UnderlyingPaymentStubEndDateOffsetPeriod
@ ComplexEventDateRelativeTo
@ Nested3PartyRoleQualifier
@ StreamCalculationBalanceOfFirstPeriod
@ UnderlyingDeliveryStreamCycleDesc
@ StreamCalculationPeriodBusinessDayConvention
@ PaymentScheduleInterimExchangeDatesOffsetPeriod
@ UnderlyingPaymentStubStartDateRelativeTo
@ LegDeliveryStreamDeliveryContingentPartySide
@ LegPaymentStreamCompoundingRateSpreadPositionType
@ FlexProductEligibilityIndicator
@ LegDividendPeriodUnderlierRefID
@ CurrentCollateralAmount
@ LegPaymentStreamCompoundingStartDateAdjusted
@ UnderlyingMarketDisruptionProvision
@ ReturnRateValuationFrequencyPeriod
@ LegComplexEventCreditEventDayType
@ ProvisionCashSettlCurrency
@ UnderlyingProvisionOptionExerciseMinimumNotional
@ UnderlyingPaymentScheduleRateTreatment
@ LegPaymentStreamPaymentDateBusinessDayConvention
@ LegDeliveryStreamToleranceUnitOfMeasure
@ TradeClearingInstruction
@ UnderlyingStreamCommoditySettlPeriodNotionalUnitOfMeasure
@ LegOptionExerciseTimeBusinessCenter
@ EncodedAdditionalTermBondDesc
@ LegDeliveryStreamCycleDesc
@ LegPaymentStreamInitialFixingDateOffsetUnit
@ UnderlyingDeliveryScheduleSettlHolidaysProcessingInstruction
@ ComplexOptPayoutPercentage
@ PaymentStreamCompoundingRateMultiplier
@ UnderlyingProvisionOptionRelevantUnderlyingDateRelativeTo
@ UnderlyingPaymentStreamCalculationLagPeriod
@ DividendPeriodEndDateUnadjusted
@ MarketDisruptionFallbackUnderlierSecurityID
@ PaymentStreamCompoundingNegativeRateTreatment
@ LegPaymentStreamFloorRate
@ LegPhysicalSettlTermXID
@ NoLegInstrumentPartySubIDs
@ MakeWholeBenchmarkCurveName
@ InstrumentScopeSettlType
@ NoLegSettlMethodElectionDateBusinessCenters
@ UnderlyingPaymentStreamLastRegularPaymentDateUnadjusted
@ LegProvisionCashSettlValueTime
@ LegPaymentStreamNonDeliverableFixingDatesBusinessDayConvention
@ LegSettlMethodElectionDateOffsetDayType
@ UnderlyingPaymentStreamCompoundingFrequencyUnit
@ UnderlyingPaymentStreamInitialFixingDateBusinessCenter
@ TotalTradingBusinessDays
@ InvestorCountryOfResidence
@ LegReturnRateValuationDateBusinessDayConvention
@ PaymentStreamCompoundingRollConvention
@ EncodedStreamCommodityDescLen
@ LegDeliveryStreamDeliveryPointDesc
@ NoLegProvisionCashSettlPaymentDateBusinessCenters
@ UnderlyingPaymentStreamInterimPrincipalExchangeIndicator
@ ReturnRateValuationDateBusinessDayConvention
@ UnderlyingPaymentScheduleNotional
@ ComplexEventFixingTimeBusinessCenter
@ UnderlyingPaymentScheduleFixingDateUnadjusted
@ UnderlyingPaymentStreamRateSpread
@ UnderlyingNonDeliverableFixingDateType
@ PaymentStreamFixedAmount
@ LegCashSettlValuationMethod
@ LegPaymentStubIndexSource
@ PaymentStreamNonDeliverableFixingDatesBusinessDayConvention
@ LegPaymentStreamInflationIndexSource
@ DeliveryStreamTransportEquipment
@ UnderlyingProvisionOptionMaximumNumber
@ DerivativeSecurityXMLLen
@ OptionExerciseBusinessDayConvention
@ LegNonDeliverableFixingDateType
@ UnderlyingAverageVolumeLimitationPercentage
@ UnderlyingStreamCalculationPeriodBusinessDayConvention
@ LegPaymentStreamCompoundingFloorRateSellSide
@ ProvisionCashSettlPaymentDateRangeFirst
@ FloatingRateIndexCurveSpread
@ EncodedTradeContinuationText
@ EntitlementRequestResult
@ UnderlyingProvisionOptionExerciseLatestTime
@ LegComplexEventDateBusinessCenter
@ LegPaymentStreamFinalPricePaymentDateUnadjusted
@ PaymentStreamPricingBusinessCenter
@ MarketDisruptionProvision
@ ProvisionOptionExerciseBoundsLastDateUnadjusted
@ LegDividendAccrualFixedRate
@ UnderlyingPaymentScheduleFixingDateOffsetUnit
@ PaymentStreamCompoundingFixedRate
@ LegReturnRateFXCurrencySymbol
@ PaymentStreamInflationPublicationSource
@ UnderlyingTradingSessionSubID
@ UnderlyingOptionExerciseFrequencyPeriod
@ NoLegPaymentStreamFixingDates
@ LegStreamMaximumPaymentCurrency
@ DerivativeInstrumentPartySubID
@ NoSecondaryAssetClasses
@ UnderlyingShortSaleRestriction
@ UnderlyingComplexEventStartDate
@ LegDeliveryScheduleSettlEnd
@ LegDividendEntitlementEvent
@ LegPaymentStubIndex2Source
@ NoUnderlyingComplexEventDates
@ SideCollateralPortfolioID
@ LegPaymentStreamRateSpreadUnitOfMeasure
@ LegMasterConfirmationDesc
@ UnderlyingAdjustedQuantity
@ UnderlyingProvisionOptionSinglePartySellerSide
@ UnderlyingStreamEffectiveDateRelativeTo
@ NoLegReturnRateFXConversions
@ NoLegContractualMatrices
@ UnderlyingPhysicalSettlBusinessDays
@ StreamCommoditySettlPeriodXIDRef
@ UnderlyingDividendFloatingRateIndex
@ LegPaymentStubEndDateRelativeTo
@ LegDeliveryStreamToleranceOptionSide
@ RiskLimitApprovedAmount
@ PaymentStreamInitialFixingDateOffsetDayType
@ UnderlyingPaymentStreamFixingDateRelativeTo
@ Nested2PartyRoleQualifier
@ ProvisionBreakFeeElection
@ NoUnderlyingPaymentStreamResetDateBusinessCenters
@ NoPaymentStreamCompoundingDatesBusinessCenters
@ ReturnRateValuationStartDateOffsetPeriod
@ DividendPeriodUnderlierRefID
@ LegStreamEffectiveDateRelativeTo
@ NoLegPaymentStreamCompoundingDates
@ LegAdditionalTermBondSecurityID
@ UnderlyingOptionExerciseExpirationDateOffsetUnit
@ UnderlyingPhysicalSettlDeliverableObligationType
@ UnderlyingDividendFinalRatePrecision
@ NoUnderlyingStreamCommoditySettlDays
@ MDStatisticFrequencyUnit
@ DerivativeSecurityAltIDSource
@ LegAdditionalTermBondCurrency
@ AllocCommissionSharedIndicator
@ LegOriginalNotionalPercentageOutstanding
@ UnderlyingPaymentStreamCompoundingMethod
@ UnderlyingPaymentScheduleStepOffsetRate
@ LegProvisionOptionExpirationDateOffsetDayType
@ UnderlyingPaymentStreamFirstPaymentDateUnadjusted
@ LegSettlMethodElectionDateAdjusted
@ UnderlyingPaymentStreamCapRate
@ MaturityMonthYearFormat
@ ProvisionCashSettlPaymentDateOffsetPeriod
@ ContraryInstructionEligibilityIndicator
@ ExtraordinaryDividendCurrency
@ UnderlyingProtectionTermEventNewsSource
@ UnderlyingPaymentScheduleStepRelativeTo
@ LegProtectionTermObligationType
@ LegPaymentStreamVegaNotionalAmount
@ InstrumentScopeFlexibleIndicator
@ PaymentStreamCompoundingInitialRate
@ PaymentStreamRateSpreadUnitOfMeasure
@ PositionContingentPrice
@ UnderlyingAssetSubClass
@ PaymentScheduleFixingLagPeriod
@ UnderlyingReturnRateValuationStartDateUnadjusted
@ ReturnRateQuoteMeasureType
@ UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc
@ UnderlyingComplexEventXID
@ LegReturnRateTotalCommissionPerTrade
@ UnderlyingReturnRateQuoteDate
@ LegStreamCommodityDataSourceID
@ UnderlyingMarketDisruptionMaximumDays
@ StreamCalculationFrequencyUnit
@ UnderlyingReturnRateValuationPriceOption
@ LegReturnRateQuoteCurrencyType
@ UnderlyingComplexEventOptionsPriceValuation
@ UnderlyingPaymentStreamInflationLagUnit
@ NoLegComplexEventPeriods
@ NoUnderlyingCashSettlTerms
@ InstrumentScopePutOrCall
@ UnderlyingProvisionCashSettlValueDateOffsetPeriod
@ LegStreamNotionalXIDRef
@ ProvisionOptionExpirationDateAdjusted
@ UnderlyingStreamCalculationFrequencyUnit
@ EncodedLegOptionExpirationDescLen
@ UnderlyingProtectionTermStandardSources
@ ComplexEventPriceBoundaryPrecision
@ UnderlyingRestructuringType
@ ProvisionOptionExerciseFrequencyUnit
@ PaymentStreamCompoundingDatesBusinessDayConvention
@ UnderlyingPaymentStreamCompoundingFinalRatePrecision
@ UnderlyingPaymentStreamNonDeliverableSettlReferencePage
@ UnderlyingDeliveryStreamTitleTransferLocation
@ BlockTradeEligibilityIndicator
@ EncodedLegAdditionalTermBondIssuer
@ UnderlyingStreamCommoditySettlDateAdjusted
@ UnderlyingPaymentScheduleFixingLagUnit
@ SecondaryHighLimitPrice
@ UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnit
@ LegPaymentStreamRateCutoffDateOffsetUnit
@ LegCashSettlFixedTermIndicator
@ LegFinancialInstrumentShortName
@ LegPaymentStreamLinkExpiringLevelIndicator
@ LegPaymentStubIndexCurvePeriod
@ NoUnderlyingReturnRatePrices
@ UnderlyingPaymentStreamCompoundingRateSpread
@ UnderlyingPaymentStreamCompoundingCapRate
@ LegPaymentScheduleRateCurrency
@ MakeWholeBenchmarkQuote
@ DividendPeriodPaymentDateOffsetDayType
@ PaymentScheduleRateTreatment
@ UnderlyingInstrRegistry
@ PaymentStreamFinalRatePrecision
@ UnderlyingProtectionTermEventCurrency
@ PaymentStreamCompoundingCapRate
@ DeliveryScheduleSettlFlowType
@ LegDeliveryStreamRiskApportionmentSource
@ NoDerivativeInstrumentParties
@ UnderlyingComplexEventCreditEventMinimumSources
@ UnderlyingPaymentStreamCompoundingPeriodSkip
@ UnderlyingEquityIDSource
@ PaymentStubIndexCurvePeriod
@ LegProvisionCashSettlPaymentDate
@ NoUnderlyingReturnRateDates
@ AllocCommissionUnitOfMeasureCurrency
@ UnderlyingPaymentStreamRateOrAmountCurrency
@ LegPaymentStubIndex2CurveUnit
@ LegProvisionCashSettlValueDateOffsetUnit
@ UnderlyingDeliveryStreamTotalPositiveTolerance
@ PartyDetailDefinitionStatus
@ NoPhysicalSettlDeliverableObligations
@ ExerciseConfirmationMethod
@ PaymentStreamCompoundingRateIndex
@ LegDeliveryStreamNegativeTolerance
@ LegPaymentStreamCompoundingEndDateAdjusted
@ CashSettlDateUnadjusted
@ UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenter
@ UnderlyingLimitedRightToConfirmIndicator
@ UnderlyingProvisionCashSettlPaymentDateOffsetPeriod
@ SettledEntityMatrixPublicationDate
@ LegStreamTerminationDateOffsetPeriod
@ PaymentStreamRateSpreadCurrency
@ LegReturnRateValuationEndDateAdjusted
@ InstrumentScopeEncodedSecurityDesc
@ LegReturnRateValuationTime
@ UnderlyingDividendFloatingRateTreatment
@ ReturnRateValuationStartDateRelativeTo
@ PaymentStreamCompoundingPeriodSkip
@ LegComplexEventRateSourceType
@ SideTradeReportingIndicator
@ PaymentScheduleFixingTime
@ LegPaymentStreamCapRateBuySide
@ LegDividendPeriodStrikePrice
@ NoPricingDateBusinessCenters
@ UnderlyingAdditionalTermBondSecurityIDSource
@ UnderlyingStrikePriceDeterminationMethod
@ UnderlyingReturnRatePrice
@ PaymentStreamVegaNotionalAmount
@ CreditSupportAgreementDate
@ PaymentStreamFirstObservationDateRelativeTo
@ ComplexEventCreditEventRateSource
@ NoUnderlyingComplexEventRateSources
@ PaymentStreamLinkInitialLevel
@ LegOptionExerciseEarliestDateOffsetDayType
@ LegPriceUnitOfMeasureQty
@ NoProvisionOptionExpirationDateBusinessCenters
@ UnderlyingComplexEventBusinessCenter
@ UnderlyingPaymentStreamInitialFixingDateOffsetDayType
@ RelatedPartyDetailAltSubID
@ EncodedUnderlyingStreamTextLen
@ ReturnRateValuationStartDateOffsetDayType
@ PaymentStreamCompoundingRateSpread
@ PaymentStubIndexFloorRate
@ UnderlyingPaymentStreamDiscountRateDayCount
@ UnderlyingInstrumentRoundingPrecision
@ LegPaymentStreamCompoundingFrequencyPeriod
@ LegMasterConfirmationDate
@ UnderlyingComplexEventScheduleStartDate
@ PaymentBusinessDayConvention
@ LegReturnRateQuoteMethod
@ LegStreamEffectiveDateBusinessDayConvention
@ LegExtraordinaryDividendCurrency
@ PaymentStreamRateConversionFactor
@ LegPaymentScheduleInterimExchangeDatesBusinessDayConvention
@ UnderlyingPaymentStreamFirstObservationDateOffsetDayType
@ NoLegPaymentStreamPricingDates
@ ReturnRateInformationSource
@ UnderlyingSecurityAltID
@ EncodedMarketDisruptionFallbackUnderlierSecurityDescLen
@ OrderEventLiquidityIndicator
@ UnderlyingPaymentStreamCompoundingFloorRate
@ ReturnRateQuoteBusinessCenter
@ MandatoryClearingIndicator
@ NoUnderlyingComplexEventDateBusinessCenters
@ RequestingPartyRoleQualifier
@ PaymentStreamMaximumTransactionCurrency
@ LegPaymentStreamCompoundingDatesRelativeTo
@ UnderlyingPaymentStubEndDateUnadjusted
@ LegMakeWholeRecallSpread
@ UnderlyingCashSettlBusinessCenter
@ ReturnRateDeterminationMethod
@ AllocRefRiskLimitCheckID
@ UnderlyingNotionalXIDRef
@ UnderlyingProvisionDateAdjusted
@ LegPaymentStreamLinkMaximumBoundary
@ EncodedUnderlyingStreamText
@ EncodedFirmAllocTextLen
@ PaymentStreamPaymentDateOffsetPeriod
@ UnderlyingStreamCommodityAltIDSource
@ DerivativePriceUnitOfMeasureQty
@ PaymentStubIndexRateTreatment
@ NoUnderlyingMarketDisruptionFallbacks
@ UnderlyingComplexEventCalculationAgent
@ LegComplexEventOptionsPriceValuation
@ UnderlyingProvisionOptionExerciseFrequencyPeriod
@ UnderlyingProtectionTermEventUnit
@ LegPaymentStreamRateTreatment
@ LegComplexOptPayoutCurrency
@ EncodedMDStatisticDescLen
@ CreditSupportAgreementID
@ UnderlyingPricingDateBusinessDayConvention
@ AdditionalTermBondParValue
@ ApplicationSystemVendor
@ NoOptionExerciseExpirationDates
@ UnderlyingPaymentStreamCompoundingDatesRelativeTo
@ UnderlyingDepositoryReceiptIndicator
@ NoDeliveryStreamCommoditySources
@ PaymentStreamFixingDateOffsetUnit
@ UnderlyingSecurityExchange
@ LegProvisionCashSettlValueDateOffsetPeriod
@ StreamFirstPeriodStartDateBusinessDayConvention
@ LegComplexEventPeriodType
@ ComplexEventDateOffsetPeriod
@ ReturnRateValuationDateRelativeTo
@ StreamFirstPeriodStartDateUnadjusted
@ UnderlyingPaymentStubIndexFloorRateSellSide
@ UnderlyingReturnRateQuoteUnits
@ UnderlyingStreamTerminationDateRelativeTo
@ PaymentStreamCompoundingStartDateOffsetDayType
@ NoLegProvisionOptionExerciseFixedDates
@ LegPaymentScheduleStepFrequencyUnit
@ ProvisionPartyRoleQualifier
@ PaymentStreamFirstObservationDateOffsetUnit
@ NoUnderlyingPaymentStreamFormulas
@ CreditSupportAgreementDesc
@ UnderlyingSettlRatePostponementCalculationAgent
@ UnderlyingProvisionCashSettlCurrency
@ UnderlyingProtectionTermEventType
@ EncodedUnderlyingFinancialInstrumentFullName
@ NoStreamEffectiveBusinessCenters
@ LegDeliveryStreamPositiveTolerance
@ ReturnRateQuoteCurrencyType
@ UnderlyingSecondaryAssetSubType
@ UnderlyingOptionExerciseExpirationDateType
@ PaymentStreamDelayIndicator
@ LegProvisionCashSettlPaymentDateBusinessDayConvention
@ TotNoEntitlementReports
@ PaymentStreamFormulaCurrency
@ UnderlyingCashSettlCurrency
@ TargetPartyRoleQualifier
@ PaymentStreamPricingDate
@ LegOptionExerciseExpirationDateBusinessCenter
@ NoLegReturnRateInformationSources
@ DeliveryScheduleSettlStart